+379.0%
CVX vs IOVA
-92.3%
+471.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -6.2% | -8.5% | +2.3% | -6.1% |
| 30D | -0.4% | -44.7% | +44.4% | +0.2% |
| 3M | +9.3% | +26.2% | -16.9% | +8.7% |
| 6M | +18.4% | +123.2% | -104.8% | +16.6% |
| YTD | +42.5% | +196.0% | -153.5% | +39.4% |
| 1Y | +41.0% | +240.9% | -199.9% | +37.7% |
| 3Y | +67.5% | +103.5% | -36.0% | +62.7% |
| 5Y | +126.1% | -65.5% | +191.6% | +122.3% |
| 10Y | +198.8% | +7.0% | +191.7% | +189.7% |
| All | +379.0% | -92.3% | +471.3% | +358.3% |
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