+124.0%
CNH vs IOVA
+28.7%
+95.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.8% |
| 7D | +8.6% | +1.9% | +6.7% | +8.4% |
| 30D | +12.6% | -44.1% | +56.7% | +16.4% |
| 3M | +17.5% | +28.9% | -11.4% | +12.9% |
| 6M | +18.1% | +125.7% | -107.6% | +7.0% |
| YTD | +40.4% | +199.3% | -158.9% | +22.5% |
| 1Y | +34.0% | +255.2% | -221.2% | +14.7% |
| 3Y | +35.3% | +106.8% | -71.5% | +11.8% |
| 5Y | -5.1% | -67.1% | +62.0% | -13.2% |
| 10Y | +124.0% | +16.7% | +107.3% | +84.3% |
| All | +124.0% | +28.7% | +95.4% | +84.3% |
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