+255.7%
IOVA vs CHD
+2.2%
+253.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -3.0% |
| 7D | -2.2% | -4.2% | +2.0% | -2.0% |
| 30D | +31.7% | -7.6% | +39.3% | +32.7% |
| 3M | +117.3% | -1.6% | +118.9% | +115.4% |
| 6M | +55.8% | -6.3% | +62.1% | +54.1% |
| YTD | +208.8% | +14.6% | +194.2% | +207.9% |
| 1Y | +255.7% | +1.6% | +254.1% | +247.7% |
| All | +255.7% | +2.2% | +253.5% | +247.7% |
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