+149.5%
CNH vs IOVA
+6.6%
+142.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.5% |
| 7D | +8.8% | +5.1% | +3.7% | +8.4% |
| 30D | +24.7% | +37.2% | -12.6% | +21.3% |
| 3M | +27.3% | +117.5% | -90.2% | +18.1% |
| 6M | +23.2% | +69.6% | -46.4% | +15.7% |
| YTD | +48.9% | +218.7% | -169.8% | +31.4% |
| 1Y | +19.4% | +265.5% | -246.1% | +3.1% |
| 3Y | +7.8% | +46.2% | -38.5% | -7.1% |
| 5Y | +8.7% | -63.2% | +72.0% | +0.1% |
| 10Y | +149.5% | +6.1% | +143.4% | +101.6% |
| All | +149.5% | +6.6% | +142.9% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling