+25.2%
CVNA vs IOVA
+362.8%
-337.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.5% | +10.3% | +8.8% |
| 7D | +31.3% | -41.3% | +72.6% | +31.5% |
| 30D | +21.7% | -38.5% | +60.2% | +21.5% |
| 3M | +14.0% | +99.5% | -85.5% | +9.7% |
| 6M | +3.0% | +126.0% | -123.0% | -2.1% |
| YTD | -8.1% | +218.7% | -226.8% | -13.7% |
| 1Y | +25.2% | +378.0% | -352.8% | +21.8% |
| All | +25.2% | +362.8% | -337.6% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling