+34.8%
CNH vs IOVA
+39.8%
-5.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +2.5% |
| 7D | -1.7% | -5.2% | +3.5% | -1.4% |
| 30D | -7.2% | -37.8% | +30.5% | -5.1% |
| 3M | +6.5% | +29.5% | -22.9% | +2.7% |
| 6M | +7.9% | +96.6% | -88.7% | -0.4% |
| YTD | +26.6% | +194.5% | -167.9% | +12.0% |
| 1Y | +13.8% | +248.1% | -234.3% | -0.9% |
| 3Y | +9.2% | +86.1% | -76.9% | -6.9% |
| 5Y | -15.6% | -67.8% | +52.3% | -22.3% |
| 10Y | +119.2% | +38.6% | +80.6% | +75.4% |
| All | +34.8% | +39.8% | -5.0% | +6.2% |
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