+183.7%
CAH vs IOVA
+50.0%
+133.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | +0.5% | +5.1% | -4.6% | +0.5% |
| 30D | +1.7% | +37.2% | -35.5% | +1.5% |
| 3M | +17.9% | +117.5% | -99.6% | +17.2% |
| 6M | +10.9% | +69.6% | -58.7% | +10.4% |
| YTD | +17.9% | +218.7% | -200.8% | +17.0% |
| 1Y | +61.7% | +265.5% | -203.9% | +60.5% |
| 3Y | +183.7% | +46.2% | +137.5% | +174.4% |
| All | +183.7% | +50.0% | +133.7% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling