+892.4%
CDW vs IOVA
+302.0%
+590.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.1% |
| 7D | +2.1% | -5.2% | +7.3% | +2.4% |
| 30D | +14.7% | -37.8% | +52.5% | +17.2% |
| 3M | +11.1% | +29.5% | -18.4% | +8.0% |
| 6M | +45.6% | +96.6% | -51.0% | +36.3% |
| YTD | +17.1% | +194.5% | -177.4% | +5.6% |
| 1Y | +13.2% | +248.1% | -234.9% | +0.6% |
| 3Y | -22.2% | +86.1% | -108.3% | -32.0% |
| 5Y | -10.1% | -67.8% | +57.7% | -16.3% |
| 10Y | +307.0% | +38.6% | +268.3% | +243.5% |
| All | +892.4% | +302.0% | +590.4% | +655.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling