+32.9%
CVE vs IOVA
-92.6%
+125.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -11.0% | +8.3% | -2.5% |
| 7D | -14.1% | -19.0% | +5.0% | -13.8% |
| 30D | -11.6% | -40.3% | +28.7% | -11.0% |
| 3M | 0.0% | +78.3% | -78.3% | -1.6% |
| 6M | -8.4% | +94.5% | -102.9% | -10.2% |
| YTD | +65.9% | +183.5% | -117.6% | +61.0% |
| 1Y | +69.4% | +327.6% | -258.2% | +62.9% |
| 3Y | +55.9% | +83.8% | -27.9% | +50.2% |
| 5Y | +146.2% | -69.0% | +215.2% | +140.9% |
| 10Y | +140.6% | +33.4% | +107.2% | +132.2% |
| All | +32.9% | -92.6% | +125.5% | +26.5% |
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