+299.5%
IOVA vs CHD
+7.1%
+292.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.7% | -2.7% | +12.4% | +9.9% |
| 30D | +102.5% | -4.6% | +107.2% | +103.9% |
| 3M | +100.7% | +5.0% | +95.7% | +96.9% |
| 6M | +106.3% | -3.2% | +109.6% | +103.8% |
| YTD | +222.0% | +18.6% | +203.3% | +216.9% |
| 1Y | +299.5% | +4.8% | +294.7% | +313.8% |
| All | +299.5% | +7.1% | +292.5% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling