-65.6%
IOVA vs CHD
+31.9%
-97.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -44.4% | +12.2% | -56.6% | -45.1% |
| 3M | +24.7% | +9.3% | +15.3% | +23.5% |
| 6M | +118.6% | +24.3% | +94.4% | +112.2% |
| YTD | +196.3% | +34.9% | +161.5% | +184.5% |
| 1Y | +205.3% | +32.7% | +172.6% | +193.7% |
| 3Y | +103.8% | +29.4% | +74.3% | +96.7% |
| 5Y | -65.6% | +31.7% | -97.3% | -64.6% |
| All | -65.6% | +31.9% | -97.5% | -64.6% |
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