+143.5%
CVE vs IOVA
+7.2%
+136.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +0.1% | -7.0% | +7.1% | +0.5% |
| 30D | -10.8% | -44.4% | +33.6% | -7.8% |
| 3M | -4.3% | +24.7% | -29.0% | -7.5% |
| 6M | -1.5% | +118.6% | -120.1% | -9.7% |
| YTD | +70.7% | +196.3% | -125.6% | +50.3% |
| 1Y | +58.1% | +205.3% | -147.2% | +38.5% |
| 3Y | +69.8% | +103.8% | -33.9% | +41.6% |
| 5Y | +148.9% | -65.6% | +214.5% | +129.0% |
| 10Y | +143.5% | +6.4% | +137.1% | +117.7% |
| All | +143.5% | +7.2% | +136.4% | +117.7% |
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