+401.3%
CAH vs IOVA
-63.5%
+464.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.7% |
| 7D | +0.5% | +5.1% | -4.6% | +0.4% |
| 30D | +1.7% | +37.2% | -35.5% | +1.2% |
| 3M | +17.9% | +117.5% | -99.6% | +16.2% |
| 6M | +10.9% | +69.6% | -58.7% | +9.6% |
| YTD | +17.9% | +218.7% | -200.8% | +15.3% |
| 1Y | +61.7% | +265.5% | -203.9% | +57.6% |
| 3Y | +183.7% | +46.2% | +137.5% | +173.5% |
| 5Y | +401.3% | -63.2% | +464.6% | +398.1% |
| All | +401.3% | -63.5% | +464.9% | +398.1% |
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