-43.3%
CHWY vs IOVA
+259.8%
-303.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -3.2% |
| 7D | -13.6% | -2.2% | -11.4% | -13.6% |
| 30D | -8.5% | +27.6% | -36.1% | -9.0% |
| 3M | +8.9% | +117.2% | -108.3% | +6.5% |
| 6M | -20.5% | +77.7% | -98.2% | -21.9% |
| YTD | -38.2% | +215.0% | -253.2% | -40.4% |
| 1Y | -43.3% | +255.4% | -298.6% | -44.6% |
| All | -43.3% | +259.8% | -303.1% | -44.6% |
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