+1,164.4%
HALO vs IOVA
-92.6%
+1,257.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | -3.2% | -3.5% | +0.2% | -3.1% |
| 30D | -14.2% | -45.4% | +31.2% | -12.2% |
| 3M | -0.4% | +19.0% | -19.4% | -2.2% |
| 6M | +43.2% | +112.0% | -68.8% | +35.8% |
| YTD | +49.0% | +184.2% | -135.3% | +38.4% |
| 1Y | +40.8% | +222.0% | -181.1% | +29.9% |
| 3Y | +167.4% | +92.6% | +74.8% | +143.5% |
| 5Y | +157.4% | -63.2% | +220.5% | +144.2% |
| 10Y | +697.1% | +2.1% | +695.0% | +614.6% |
| All | +1,164.4% | -92.6% | +1,257.0% | +894.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling