+373.1%
CVX vs IOVA
-91.6%
+464.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | +3.3% | +9.7% | -6.4% | +3.2% |
| 30D | +12.9% | +102.5% | -89.7% | +11.7% |
| 3M | +11.7% | +100.7% | -89.0% | +10.5% |
| 6M | +14.1% | +106.3% | -92.2% | +12.7% |
| YTD | +40.7% | +222.0% | -181.3% | +37.9% |
| 1Y | +37.5% | +299.5% | -262.0% | +34.2% |
| 3Y | +43.9% | +42.9% | +1.0% | +40.6% |
| 5Y | +161.5% | -65.0% | +226.4% | +157.5% |
| 10Y | +215.1% | +10.3% | +204.8% | +206.0% |
| All | +373.1% | -91.6% | +464.7% | +353.3% |
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