+78.9%
CTVA vs IOVA
+50.0%
+28.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -2.1% | +5.1% | -7.2% | -2.3% |
| 30D | +12.0% | +37.2% | -25.2% | +10.6% |
| 3M | +13.5% | +117.5% | -104.0% | +9.4% |
| 6M | +12.1% | +69.6% | -57.5% | +8.8% |
| YTD | +29.0% | +218.7% | -189.7% | +21.3% |
| 1Y | +18.9% | +265.5% | -246.7% | +10.7% |
| 3Y | +78.9% | +46.2% | +32.7% | +64.0% |
| All | +78.9% | +50.0% | +28.9% | +64.0% |
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 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