+9.2%
CNH vs IOVA
+85.3%
-76.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +2.6% |
| 7D | -1.7% | -5.2% | +3.5% | -1.5% |
| 30D | -7.2% | -37.8% | +30.5% | -5.8% |
| 3M | +6.5% | +29.5% | -22.9% | +3.0% |
| 6M | +7.9% | +96.6% | -88.7% | +0.6% |
| YTD | +26.6% | +194.5% | -167.9% | +13.5% |
| 1Y | +13.8% | +248.1% | -234.3% | +0.4% |
| 3Y | +9.2% | +86.1% | -76.9% | -13.0% |
| All | +9.2% | +85.3% | -76.1% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling