+47.7%
HAS vs IOVA
-63.3%
+111.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | +26.3% | -45.4% | +71.7% | +30.5% |
| 3M | +25.6% | +19.0% | +6.6% | +21.9% |
| 6M | +30.3% | +112.0% | -81.8% | +19.4% |
| YTD | +50.4% | +184.2% | -133.9% | +32.7% |
| 1Y | +57.7% | +222.0% | -164.3% | +37.3% |
| 3Y | +213.4% | +92.6% | +120.8% | +159.3% |
| All | +47.7% | -63.3% | +111.0% | +28.8% |
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