+43.8%
CAVA vs IOVA
+36.1%
+7.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -4.3% |
| 7D | -12.4% | -6.4% | -6.0% | -12.1% |
| 30D | -11.2% | +25.4% | -36.6% | -12.3% |
| 3M | -33.8% | +115.3% | -149.1% | -37.1% |
| 6M | -32.5% | +56.5% | -89.1% | -34.9% |
| YTD | -8.0% | +198.2% | -206.2% | -15.7% |
| 1Y | -17.1% | +242.0% | -259.1% | -25.3% |
| All | +43.8% | +36.1% | +7.6% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling