-41.6%
CHWY vs IOVA
-55.5%
+13.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -3.8% |
| 7D | -13.6% | -2.2% | -11.4% | -13.4% |
| 30D | -8.5% | +27.6% | -36.1% | -11.8% |
| 3M | +8.9% | +117.2% | -108.3% | -4.7% |
| 6M | -20.5% | +77.7% | -98.2% | -29.2% |
| YTD | -38.2% | +215.0% | -253.2% | -50.3% |
| 1Y | -43.3% | +255.4% | -298.6% | -56.1% |
| 3Y | -8.5% | +42.6% | -51.2% | -32.2% |
| 5Y | -72.7% | -62.2% | -10.5% | -76.3% |
| All | -41.6% | -55.5% | +13.9% | -53.4% |
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