+331.5%
CDW vs IOVA
+12.2%
+319.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.0% |
| 7D | +13.1% | -8.5% | +21.6% | +13.8% |
| 30D | +19.1% | -44.7% | +63.9% | +23.7% |
| 3M | +24.7% | +26.2% | -1.5% | +20.2% |
| 6M | +63.4% | +123.2% | -59.9% | +47.8% |
| YTD | +26.3% | +196.0% | -169.7% | +9.5% |
| 1Y | +20.6% | +240.9% | -220.3% | +2.7% |
| 3Y | -16.3% | +103.5% | -119.8% | -31.8% |
| 5Y | -3.9% | -65.5% | +61.5% | -12.6% |
| 10Y | +331.5% | +7.0% | +324.5% | +231.3% |
| All | +331.5% | +12.2% | +319.3% | +231.3% |
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