+302.2%
CDW vs IOVA
+5.1%
+297.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.6% | -7.0% | +9.6% | +3.1% |
| 30D | +20.4% | -44.4% | +64.8% | +24.9% |
| 3M | +28.5% | +24.7% | +3.8% | +23.9% |
| 6M | +70.6% | +118.6% | -48.0% | +54.7% |
| YTD | +29.1% | +196.3% | -167.2% | +11.9% |
| 1Y | +23.8% | +205.3% | -181.5% | +6.6% |
| 3Y | -14.5% | +103.8% | -118.3% | -30.4% |
| 5Y | -1.6% | -65.6% | +64.0% | -10.4% |
| All | +302.2% | +5.1% | +297.1% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling