+216.7%
CTVA vs IOVA
-51.2%
+267.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.3% | -1.0% |
| 7D | -4.5% | -2.2% | -2.3% | -4.4% |
| 30D | +11.3% | +27.6% | -16.3% | +9.9% |
| 3M | +12.3% | +117.2% | -104.9% | +7.3% |
| 6M | +7.2% | +77.7% | -70.5% | +3.0% |
| YTD | +26.0% | +215.0% | -189.0% | +17.0% |
| 1Y | +16.0% | +255.4% | -239.3% | +6.4% |
| 3Y | +73.9% | +42.6% | +31.3% | +59.6% |
| 5Y | +103.8% | -62.2% | +166.0% | +95.3% |
| All | +216.7% | -51.2% | +267.9% | +203.3% |
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