+59.2%
HAL vs IOVA
-63.3%
+122.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +3.0% |
| 7D | +6.1% | -3.5% | +9.6% | +6.2% |
| 30D | +2.9% | -45.4% | +48.3% | +5.0% |
| 3M | +3.3% | +19.0% | -15.7% | +1.3% |
| 6M | -16.9% | +112.0% | -128.9% | -21.4% |
| YTD | +21.2% | +184.2% | -163.1% | +11.8% |
| 1Y | +27.5% | +222.0% | -194.4% | +16.6% |
| 3Y | -6.4% | +92.6% | -99.0% | -16.4% |
| All | +59.2% | -63.3% | +122.4% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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