-18.9%
CDW vs IOVA
-64.9%
+46.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +3.2% | +9.7% | -6.6% | +2.7% |
| 30D | +9.3% | +102.5% | -93.2% | +4.6% |
| 3M | +9.8% | +100.7% | -90.9% | +4.7% |
| 6M | +23.3% | +106.3% | -83.0% | +16.6% |
| YTD | +13.7% | +222.0% | -208.3% | +3.7% |
| 1Y | -6.5% | +299.5% | -306.0% | -16.6% |
| 3Y | -25.2% | +42.9% | -68.2% | -32.6% |
| All | -18.9% | -64.9% | +46.0% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling