-15.3%
CDW vs IOVA
+99.0%
-114.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | +9.3% | -3.5% | +12.8% | +9.5% |
| 30D | +14.4% | -45.4% | +59.7% | +16.9% |
| 3M | +21.4% | +19.0% | +2.4% | +18.8% |
| 6M | +72.8% | +112.0% | -39.2% | +62.2% |
| YTD | +28.0% | +184.2% | -156.2% | +16.3% |
| 1Y | +19.3% | +222.0% | -202.6% | +7.1% |
| 3Y | -15.3% | +92.6% | -107.9% | -26.7% |
| All | -15.3% | +99.0% | -114.3% | -26.7% |
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