+52.7%
CHYM vs IOVA
+67.9%
-15.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.1% | +10.0% | +7.6% |
| 7D | +3.4% | -2.2% | +5.6% | +3.9% |
| 30D | +12.0% | +31.7% | -19.7% | +3.9% |
| 3M | +102.4% | +117.3% | -14.9% | +65.5% |
| 6M | +52.7% | +55.8% | -3.1% | +37.5% |
| All | +52.7% | +67.9% | -15.3% | +37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling