+68.0%
CNH vs IOVA
+52.9%
+15.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.0% |
| 7D | +23.3% | +9.7% | +13.5% | +22.5% |
| 30D | +33.5% | +102.5% | -69.1% | +26.0% |
| 3M | +32.7% | +100.7% | -68.0% | +24.7% |
| 6M | +22.2% | +106.3% | -84.2% | +13.7% |
| YTD | +57.7% | +222.0% | -164.3% | +41.0% |
| 1Y | +28.0% | +299.5% | -271.6% | +11.5% |
| 3Y | +11.5% | +42.9% | -31.4% | -1.8% |
| 5Y | +11.9% | -65.0% | +76.8% | +3.9% |
| 10Y | +162.8% | +10.3% | +152.5% | +115.5% |
| All | +68.0% | +52.9% | +15.1% | +33.6% |
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 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