+3,065.8%
CVNA vs IOVA
+15.5%
+3,050.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.8% | -3.4% |
| 7D | -4.3% | -6.4% | +2.1% | -2.7% |
| 30D | -2.4% | +25.4% | -27.8% | -8.0% |
| 3M | +4.5% | +115.3% | -110.8% | -18.1% |
| 6M | +10.2% | +56.5% | -46.3% | -8.5% |
| YTD | -16.7% | +198.2% | -214.9% | -43.5% |
| 1Y | -3.8% | +242.0% | -245.8% | -39.2% |
| 3Y | +648.3% | +36.8% | +611.5% | +358.7% |
| 5Y | +6.6% | -64.3% | +70.8% | -11.5% |
| All | +3,065.8% | +15.5% | +3,050.3% | +2,151.3% |
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