-12.0%
CHYM vs IOVA
+270.0%
-282.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.9% |
| 7D | -2.9% | -6.4% | +3.5% | -1.9% |
| 30D | +3.0% | +25.4% | -22.5% | -1.2% |
| 3M | +98.7% | +115.3% | -16.6% | +74.4% |
| 6M | +46.4% | +56.5% | -10.1% | +32.2% |
| YTD | +29.8% | +198.2% | -168.4% | +7.7% |
| 1Y | +40.5% | +242.0% | -201.6% | +14.7% |
| All | -12.0% | +270.0% | -282.0% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling