+40.6%
CVX vs IOVA
+259.8%
-219.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | +0.7% |
| 7D | +2.6% | -2.2% | +4.8% | +2.6% |
| 30D | +9.8% | +27.6% | -17.8% | +10.2% |
| 3M | +16.2% | +117.2% | -101.0% | +17.8% |
| 6M | +13.6% | +77.7% | -64.1% | +15.4% |
| YTD | +44.4% | +215.0% | -170.6% | +47.1% |
| 1Y | +40.6% | +255.4% | -214.8% | +41.7% |
| All | +40.6% | +259.8% | -219.2% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling