+37.4%
CAVA vs IOVA
+1.3%
+36.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.5% | +5.1% | -6.6% | -1.8% |
| 30D | -3.7% | +37.2% | -40.9% | -5.6% |
| 3M | -18.3% | +117.5% | -135.8% | -23.0% |
| 6M | -23.5% | +69.6% | -93.1% | -27.0% |
| YTD | +2.5% | +218.7% | -216.2% | -7.7% |
| 1Y | -8.0% | +265.5% | -273.5% | -18.7% |
| 3Y | +53.5% | +46.2% | +7.3% | +29.6% |
| All | +37.4% | +1.3% | +36.1% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling