+1,160.8%
CAH vs IOVA
-92.6%
+1,253.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +3.5% | -3.5% | +6.9% | +3.5% |
| 30D | +13.5% | -45.4% | +58.9% | +13.8% |
| 3M | +21.8% | +19.0% | +2.8% | +21.5% |
| 6M | +51.5% | +112.0% | -60.5% | +50.4% |
| YTD | +38.1% | +184.2% | -146.2% | +36.6% |
| 1Y | +37.7% | +222.0% | -184.3% | +36.1% |
| 3Y | +179.6% | +92.6% | +87.1% | +175.5% |
| 5Y | +504.9% | -63.2% | +568.1% | +499.4% |
| 10Y | +418.6% | +2.1% | +416.5% | +412.5% |
| All | +1,160.8% | -92.6% | +1,253.4% | +1,201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling