-11.1%
CHYM vs IOVA
+290.9%
-302.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | +0.1% |
| 7D | -2.3% | -2.2% | -0.1% | -2.0% |
| 30D | +4.4% | +27.6% | -23.2% | 0.0% |
| 3M | +91.3% | +117.2% | -25.9% | +67.4% |
| 6M | +44.0% | +77.7% | -33.7% | +27.9% |
| YTD | +31.1% | +215.0% | -183.9% | +7.8% |
| 1Y | +37.8% | +255.4% | -217.5% | +11.8% |
| All | -11.1% | +290.9% | -302.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling