+214.5%
CVX vs IOVA
+0.8%
+213.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.6% |
| 7D | +3.4% | -3.5% | +6.9% | +3.6% |
| 30D | -1.0% | -45.4% | +44.4% | +1.0% |
| 3M | +12.2% | +19.0% | -6.8% | +10.1% |
| 6M | +20.3% | +112.0% | -91.7% | +14.3% |
| YTD | +48.3% | +184.2% | -135.9% | +37.4% |
| 1Y | +46.9% | +222.0% | -175.1% | +35.0% |
| 3Y | +73.1% | +92.6% | -19.4% | +53.9% |
| 5Y | +135.2% | -63.2% | +198.4% | +121.9% |
| All | +214.5% | +0.8% | +213.7% | +178.2% |
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