+58.6%
CVE vs IOVA
+78.3%
-19.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.0% | +8.3% | -2.3% |
| 7D | -14.1% | -19.0% | +5.0% | -13.3% |
| 30D | -11.6% | -40.3% | +28.7% | -10.1% |
| 3M | 0.0% | +78.3% | -78.3% | -4.4% |
| 6M | -8.4% | +94.5% | -102.9% | -13.3% |
| YTD | +65.9% | +183.5% | -117.6% | +51.7% |
| 1Y | +69.4% | +327.6% | -258.2% | +49.9% |
| All | +58.6% | +78.3% | -19.8% | +32.6% |
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