+215.0%
HAS vs IOVA
+103.0%
+112.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +3.3% | -8.5% | +11.8% | +3.7% |
| 30D | +30.5% | -44.7% | +75.3% | +34.1% |
| 3M | +29.9% | +26.2% | +3.6% | +26.0% |
| 6M | +26.5% | +123.2% | -96.7% | +16.8% |
| YTD | +51.9% | +196.0% | -144.0% | +35.5% |
| 1Y | +60.9% | +240.9% | -180.0% | +41.3% |
| 3Y | +215.0% | +103.5% | +111.5% | +142.1% |
| All | +215.0% | +103.0% | +112.0% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling