+67.8%
CHYM vs IOVA
+362.8%
-295.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +6.1% |
| 7D | +3.7% | -41.3% | +45.0% | +9.2% |
| 30D | +5.6% | -38.5% | +44.1% | +10.3% |
| 3M | +19.7% | +99.5% | -79.8% | +3.8% |
| 6M | +35.3% | +126.0% | -90.7% | +15.7% |
| YTD | +18.7% | +218.7% | -200.0% | -0.5% |
| 1Y | +67.8% | +378.0% | -310.2% | +46.8% |
| All | +67.8% | +362.8% | -295.0% | +46.8% |
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