+13.6%
CVNA vs IOVA
-63.5%
+77.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +3.5% | +5.1% | -1.6% | +2.3% |
| 30D | +5.5% | +37.2% | -31.8% | -2.7% |
| 3M | +7.6% | +117.5% | -109.9% | -15.4% |
| 6M | +17.6% | +69.6% | -52.0% | -3.7% |
| YTD | -11.5% | +218.7% | -230.2% | -40.8% |
| 1Y | +0.4% | +265.5% | -265.2% | -37.7% |
| 3Y | +695.6% | +46.2% | +649.4% | +348.8% |
| 5Y | +13.6% | -63.2% | +76.8% | -15.0% |
| All | +13.6% | -63.5% | +77.1% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling