-63.8%
IOVA vs CHD
+21.0%
-84.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +5.1% | -2.9% | +8.0% | +5.4% |
| 30D | +37.2% | -6.2% | +43.4% | +38.2% |
| 3M | +117.5% | +1.6% | +115.9% | +116.2% |
| 6M | +69.6% | -3.5% | +73.1% | +69.7% |
| YTD | +218.7% | +16.2% | +202.5% | +212.1% |
| 1Y | +265.5% | +3.4% | +262.2% | +262.9% |
| 3Y | +46.2% | +4.6% | +41.6% | +43.9% |
| All | -63.8% | +21.0% | -84.8% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling