+876.3%
HALO vs IOVA
+9.7%
+866.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.6% |
| 7D | -2.7% | -2.2% | -0.6% | -2.4% |
| 30D | +5.3% | +27.6% | -22.3% | +1.3% |
| 3M | +51.6% | +117.2% | -65.6% | +32.6% |
| 6M | +61.3% | +77.7% | -16.4% | +43.5% |
| YTD | +59.3% | +215.0% | -155.7% | +28.0% |
| 1Y | +38.3% | +255.4% | -217.1% | +7.4% |
| 3Y | +185.9% | +42.6% | +143.2% | +119.0% |
| 5Y | +159.9% | -62.2% | +222.2% | +124.3% |
| All | +876.3% | +9.7% | +866.6% | +430.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling