+6.3%
IOVA vs CHD
+123.8%
-117.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.7% |
| 7D | -2.2% | -4.2% | +2.0% | -1.1% |
| 30D | +31.7% | -7.6% | +39.3% | +34.3% |
| 3M | +117.3% | -1.6% | +118.9% | +117.1% |
| 6M | +55.8% | -6.3% | +62.1% | +58.0% |
| YTD | +208.8% | +14.6% | +194.2% | +195.1% |
| 1Y | +255.7% | +1.6% | +254.1% | +251.3% |
| 3Y | +41.7% | +3.1% | +38.5% | +37.7% |
| 5Y | -64.9% | +21.1% | -86.0% | -68.7% |
| 10Y | +6.3% | +128.6% | -122.3% | -21.2% |
| All | +6.3% | +123.8% | -117.5% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling