+31.5%
CVS vs IOVA
-63.5%
+95.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.6% | +5.1% | -6.6% | -1.7% |
| 30D | +0.4% | +37.2% | -36.8% | -0.2% |
| 3M | -0.4% | +117.5% | -117.9% | -2.1% |
| 6M | +25.1% | +69.6% | -44.4% | +23.4% |
| YTD | +23.9% | +218.7% | -194.8% | +20.2% |
| 1Y | +41.1% | +265.5% | -224.5% | +36.0% |
| 3Y | +63.6% | +46.2% | +17.4% | +56.6% |
| 5Y | +31.5% | -63.2% | +94.8% | +30.0% |
| All | +31.5% | -63.5% | +95.0% | +30.0% |
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