-40.7%
CHWY vs IOVA
-56.4%
+15.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.1% | -7.7% | -10.4% |
| 7D | -14.1% | -2.2% | -11.9% | -13.9% |
| 30D | -8.1% | +31.7% | -39.9% | -11.8% |
| 3M | +1.7% | +117.3% | -115.6% | -11.0% |
| 6M | -20.7% | +55.8% | -76.5% | -28.0% |
| YTD | -37.2% | +208.8% | -246.0% | -49.4% |
| 1Y | -50.7% | +255.7% | -306.4% | -61.9% |
| 3Y | -9.7% | +41.7% | -51.4% | -33.1% |
| 5Y | -72.9% | -64.9% | -8.0% | -76.1% |
| All | -40.7% | -56.4% | +15.7% | -52.5% |
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