+131.2%
CTVA vs IOVA
-56.7%
+187.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -5.7% | -18.6% | -24.1% |
| 7D | -23.7% | -1.4% | -22.2% | -23.6% |
| 30D | -31.2% | -47.4% | +16.2% | -29.7% |
| 3M | -18.7% | +13.2% | -31.9% | -20.3% |
| 6M | -25.5% | +114.3% | -139.8% | -29.7% |
| YTD | -8.0% | +179.5% | -187.5% | -15.2% |
| 1Y | -7.0% | +200.4% | -207.4% | -14.7% |
| 3Y | +45.2% | +92.2% | -47.0% | +29.9% |
| 5Y | +32.3% | -63.8% | +96.0% | +25.4% |
| All | +131.2% | -56.7% | +187.9% | +120.1% |
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