+41.9%
CVS vs IOVA
+4.5%
+37.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | -0.3% | +31.7% | -32.0% | -1.3% |
| 3M | -1.1% | +117.3% | -118.4% | -4.3% |
| 6M | +23.7% | +55.8% | -32.1% | +20.8% |
| YTD | +23.0% | +208.8% | -185.8% | +16.5% |
| 1Y | +37.2% | +255.7% | -218.5% | +28.6% |
| 3Y | +62.4% | +41.7% | +20.8% | +51.2% |
| 5Y | +31.8% | -64.9% | +96.7% | +27.3% |
| 10Y | +41.9% | +6.3% | +35.6% | +20.4% |
| All | +41.9% | +4.5% | +37.4% | +20.4% |
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