+1,006.1%
CAH vs IOVA
-91.6%
+1,097.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | +5.4% | +9.7% | -4.4% | +5.3% |
| 30D | +3.3% | +102.5% | -99.2% | +2.8% |
| 3M | +22.8% | +100.7% | -77.9% | +22.1% |
| 6M | +11.3% | +106.3% | -95.1% | +10.5% |
| YTD | +21.1% | +222.0% | -200.8% | +19.9% |
| 1Y | +67.2% | +299.5% | -232.3% | +65.2% |
| 3Y | +195.6% | +42.9% | +152.7% | +192.1% |
| 5Y | +413.8% | -65.0% | +478.8% | +409.8% |
| 10Y | +309.6% | +10.3% | +299.3% | +305.0% |
| All | +1,006.1% | -91.6% | +1,097.7% | +1,042.3% |
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