+516.7%
CAH vs IOVA
-63.3%
+580.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +3.5% | -3.5% | +6.9% | +3.5% |
| 30D | +13.5% | -45.4% | +58.9% | +14.0% |
| 3M | +21.8% | +19.0% | +2.8% | +21.0% |
| 6M | +51.5% | +112.0% | -60.5% | +48.9% |
| YTD | +38.1% | +184.2% | -146.2% | +34.9% |
| 1Y | +37.7% | +222.0% | -184.3% | +34.2% |
| 3Y | +179.6% | +92.6% | +87.1% | +166.5% |
| All | +516.7% | -63.3% | +580.0% | +510.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling