+219.2%
CVX vs IOVA
+9.7%
+209.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.4% |
| 7D | +2.6% | -2.2% | +4.8% | +2.7% |
| 30D | +9.8% | +27.6% | -17.8% | +8.5% |
| 3M | +16.2% | +117.2% | -101.0% | +11.5% |
| 6M | +13.6% | +77.7% | -64.1% | +9.5% |
| YTD | +44.4% | +215.0% | -170.6% | +34.4% |
| 1Y | +40.6% | +255.4% | -214.8% | +29.3% |
| 3Y | +48.2% | +42.6% | +5.6% | +35.1% |
| 5Y | +172.3% | -62.2% | +234.5% | +159.1% |
| All | +219.2% | +9.7% | +209.5% | +190.1% |
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