+20.3%
CVNA vs IOVA
-66.8%
+87.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +30.6% |
| 3M | -2.3% | +13.2% | -15.5% | -11.5% |
| 6M | -3.9% | +114.3% | -118.2% | -30.0% |
| YTD | -16.1% | +179.5% | -195.6% | -46.2% |
| 1Y | +7.9% | +200.4% | -192.5% | -33.0% |
| 3Y | +1,113.4% | +92.2% | +1,021.2% | +454.8% |
| 5Y | +20.3% | -63.8% | +84.1% | -6.2% |
| All | +20.3% | -66.8% | +87.1% | -6.2% |
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