-92.0%
IOVA vs CHD
+610.0%
-702.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | +9.7% | -2.7% | +12.4% | +10.1% |
| 30D | +102.5% | -4.6% | +107.2% | +103.5% |
| 3M | +100.7% | +5.0% | +95.7% | +98.9% |
| 6M | +106.3% | -3.2% | +109.6% | +106.7% |
| YTD | +222.0% | +18.6% | +203.3% | +214.4% |
| 1Y | +299.5% | +4.8% | +294.7% | +296.0% |
| 3Y | +42.9% | +6.1% | +36.8% | +40.9% |
| 5Y | -65.0% | +24.0% | -88.9% | -66.4% |
| 10Y | +10.3% | +124.5% | -114.2% | +9.1% |
| All | -92.0% | +610.0% | -702.0% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling