+162.6%
HALO vs IOVA
-63.3%
+225.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | -3.2% | -3.5% | +0.2% | -2.9% |
| 30D | -14.2% | -45.4% | +31.2% | -10.2% |
| 3M | -0.4% | +19.0% | -19.4% | -4.5% |
| 6M | +43.2% | +112.0% | -68.8% | +27.3% |
| YTD | +49.0% | +184.2% | -135.3% | +26.2% |
| 1Y | +40.8% | +222.0% | -181.1% | +17.4% |
| 3Y | +167.4% | +92.6% | +74.8% | +111.8% |
| All | +162.6% | -63.3% | +225.8% | +135.4% |
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