-45.9%
CHTR vs IOVA
+9.7%
-55.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -1.9% | +3.3% |
| 7D | -4.1% | -2.2% | -1.9% | -3.9% |
| 30D | -3.0% | +27.6% | -30.6% | -5.0% |
| 3M | +4.8% | +117.2% | -112.4% | -2.6% |
| 6M | -35.0% | +77.7% | -112.7% | -39.1% |
| YTD | -30.2% | +215.0% | -245.2% | -38.0% |
| 1Y | -44.8% | +255.4% | -300.1% | -51.9% |
| 3Y | -66.6% | +42.6% | -109.2% | -71.2% |
| 5Y | -81.5% | -62.2% | -19.2% | -83.1% |
| All | -45.9% | +9.7% | -55.6% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling