+302.3%
CAH vs IOVA
+4.5%
+297.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | +1.2% | +31.7% | -30.5% | 0.0% |
| 3M | +13.1% | +117.3% | -104.2% | +9.1% |
| 6M | +8.5% | +55.8% | -47.4% | +5.7% |
| YTD | +17.6% | +208.8% | -191.2% | +11.1% |
| 1Y | +60.7% | +255.7% | -195.0% | +50.3% |
| 3Y | +183.2% | +41.7% | +141.5% | +161.5% |
| 5Y | +402.2% | -64.9% | +467.1% | +385.0% |
| 10Y | +302.3% | +6.3% | +296.0% | +240.3% |
| All | +302.3% | +4.5% | +297.9% | +240.3% |
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 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