+62.7%
CVS vs IOVA
+7.2%
+55.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.6% |
| 7D | +12.0% | -7.0% | +19.0% | +12.2% |
| 30D | +2.8% | -44.4% | +47.2% | +4.3% |
| 3M | -3.6% | +24.7% | -28.2% | -5.0% |
| 6M | -1.6% | +118.6% | -120.3% | -5.6% |
| YTD | +16.3% | +196.3% | -180.1% | +9.5% |
| 1Y | +15.5% | +205.3% | -189.8% | +8.6% |
| 3Y | +48.1% | +103.8% | -55.7% | +35.0% |
| 5Y | +12.3% | -65.6% | +77.9% | +7.9% |
| 10Y | +62.7% | +6.4% | +56.2% | +38.1% |
| All | +62.7% | +7.2% | +55.5% | +38.1% |
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