+266.1%
CDW vs IOVA
+6.6%
+259.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -5.1% |
| 7D | -3.9% | +5.1% | -8.9% | -4.3% |
| 30D | +6.9% | +37.2% | -30.3% | +3.9% |
| 3M | +7.7% | +117.5% | -109.8% | -0.5% |
| 6M | +18.3% | +69.6% | -51.3% | +10.7% |
| YTD | +7.8% | +218.7% | -210.9% | -5.7% |
| 1Y | -12.2% | +265.5% | -277.7% | -24.9% |
| 3Y | -28.9% | +46.2% | -75.2% | -39.6% |
| 5Y | -22.8% | -63.2% | +40.5% | -29.2% |
| 10Y | +266.1% | +6.1% | +260.0% | +195.1% |
| All | +266.1% | +6.6% | +259.4% | +195.1% |
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