+329.6%
CVS vs IOVA
-92.7%
+422.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.7% | +6.0% | +0.3% |
| 7D | +10.4% | -1.4% | +11.8% | +10.4% |
| 30D | +3.3% | -47.4% | +50.7% | +3.8% |
| 3M | -4.5% | +13.2% | -17.7% | -4.8% |
| 6M | -4.4% | +114.3% | -118.7% | -5.3% |
| YTD | +16.6% | +179.5% | -162.9% | +15.0% |
| 1Y | +15.3% | +200.4% | -185.1% | +13.6% |
| 3Y | +48.6% | +92.2% | -43.6% | +45.7% |
| 5Y | +12.9% | -63.8% | +76.7% | +11.5% |
| 10Y | +63.2% | +0.4% | +62.8% | +59.9% |
| All | +329.6% | -92.7% | +422.3% | +313.5% |
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