+3,091.0%
CVNA vs IOVA
+8.2%
+3,082.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -2.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.4% |
| 30D | +17.3% | -47.4% | +64.7% | +31.1% |
| 3M | -2.3% | +13.2% | -15.5% | -11.2% |
| 6M | -3.9% | +114.3% | -118.2% | -29.7% |
| YTD | -16.1% | +179.5% | -195.6% | -45.6% |
| 1Y | +7.9% | +200.4% | -192.5% | -32.2% |
| 3Y | +1,113.4% | +92.2% | +1,021.2% | +536.5% |
| 5Y | +20.3% | -63.8% | +84.1% | -5.4% |
| All | +3,091.0% | +8.2% | +3,082.8% | +2,067.1% |
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