-45.6%
CHTR vs IOVA
+362.8%
-408.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +5.7% |
| 7D | +14.1% | -41.3% | +55.4% | +13.7% |
| 30D | +11.6% | -38.5% | +50.1% | +11.2% |
| 3M | -21.4% | +99.5% | -121.0% | -22.8% |
| 6M | -27.3% | +126.0% | -153.2% | -28.7% |
| YTD | -42.4% | +218.7% | -261.1% | -43.0% |
| 1Y | -45.6% | +378.0% | -423.6% | -45.0% |
| All | -45.6% | +362.8% | -408.3% | -45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling