+56.9%
HAS vs IOVA
+9.2%
+47.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -1.8% | +9.7% | -11.5% | -2.5% |
| 30D | +2.3% | +102.5% | -100.3% | -4.3% |
| 3M | +10.4% | +100.7% | -90.3% | +2.9% |
| 6M | -3.2% | +106.3% | -109.6% | -10.9% |
| YTD | +15.4% | +222.0% | -206.6% | +1.5% |
| 1Y | +18.8% | +299.5% | -280.7% | +1.4% |
| 3Y | +43.9% | +42.9% | +1.0% | +23.4% |
| 5Y | +13.9% | -65.0% | +78.9% | +4.1% |
| All | +56.9% | +9.2% | +47.7% | +27.4% |
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 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