+359.6%
CVS vs IOVA
-91.6%
+451.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | +4.0% | +9.7% | -5.8% | +3.9% |
| 30D | -2.4% | +102.5% | -104.9% | -3.1% |
| 3M | +2.7% | +100.7% | -98.0% | +1.9% |
| 6M | +21.9% | +106.3% | -84.5% | +20.8% |
| YTD | +24.7% | +222.0% | -197.2% | +23.1% |
| 1Y | +35.4% | +299.5% | -264.1% | +33.2% |
| 3Y | +65.2% | +42.9% | +22.3% | +62.6% |
| 5Y | +30.5% | -65.0% | +95.5% | +29.2% |
| 10Y | +40.4% | +10.3% | +30.1% | +37.6% |
| All | +359.6% | -91.6% | +451.2% | +342.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling