-93.1%
IOVA vs CHD
+704.9%
-798.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -47.4% | +11.6% | -59.0% | -48.1% |
| 3M | +13.2% | +10.7% | +2.5% | +11.7% |
| 6M | +114.3% | +20.2% | +94.1% | +109.1% |
| YTD | +179.5% | +34.5% | +145.0% | +168.7% |
| 1Y | +200.4% | +32.6% | +167.8% | +189.3% |
| 3Y | +92.2% | +29.1% | +63.1% | +85.3% |
| 5Y | -63.8% | +31.5% | -95.3% | -65.5% |
| 10Y | +0.4% | +190.9% | -190.5% | +1.8% |
| All | -93.1% | +704.9% | -798.0% | -88.8% |
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 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