-12.9%
CHYM vs IOVA
+295.5%
-308.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.1% |
| 7D | +2.1% | +5.1% | -3.0% | +1.3% |
| 30D | +11.0% | +37.2% | -26.2% | +5.1% |
| 3M | +83.9% | +117.5% | -33.6% | +60.9% |
| 6M | +45.3% | +69.6% | -24.2% | +29.7% |
| YTD | +28.4% | +218.7% | -190.3% | +5.5% |
| 1Y | +32.2% | +265.5% | -233.3% | +6.9% |
| All | -12.9% | +295.5% | -308.4% | -31.2% |
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