+337.8%
CHTR vs IOVA
-91.7%
+429.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | -4.5% | +37.2% | -41.7% | -5.1% |
| 3M | +10.2% | +117.5% | -107.3% | +8.3% |
| 6M | -37.2% | +69.6% | -106.8% | -38.2% |
| YTD | -30.2% | +218.7% | -248.9% | -32.1% |
| 1Y | -44.8% | +265.5% | -310.3% | -46.5% |
| 3Y | -65.5% | +46.2% | -111.7% | -66.6% |
| 5Y | -81.8% | -63.2% | -18.5% | -82.2% |
| 10Y | -45.8% | +6.1% | -51.9% | -47.6% |
| All | +337.8% | -91.7% | +429.5% | +312.0% |
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 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