+78.9%
IVV vs CAVA
+28.6%
+50.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.1% |
| 7D | -2.0% | -12.4% | +10.4% | -0.6% |
| 30D | -1.6% | -11.2% | +9.6% | -0.6% |
| 3M | +4.8% | -33.8% | +38.5% | +9.0% |
| 6M | +12.6% | -32.5% | +45.1% | +16.5% |
| YTD | +11.8% | -8.0% | +19.8% | +10.8% |
| 1Y | +17.6% | -17.1% | +34.7% | +17.6% |
| 3Y | +77.0% | +37.8% | +39.2% | +70.2% |
| All | +78.9% | +28.6% | +50.3% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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