+343.2%
HAS vs IOVA
-92.3%
+435.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | -0.2% | -5.2% | +5.0% | -0.1% |
| 30D | +31.0% | -37.8% | +68.8% | +31.9% |
| 3M | +30.7% | +29.5% | +1.2% | +29.6% |
| 6M | +23.9% | +96.6% | -72.7% | +21.6% |
| YTD | +48.3% | +194.5% | -146.2% | +44.1% |
| 1Y | +60.2% | +248.1% | -187.8% | +55.1% |
| 3Y | +189.2% | +86.1% | +103.1% | +179.2% |
| 5Y | +50.4% | -67.8% | +118.3% | +47.0% |
| 10Y | +104.2% | +38.6% | +65.6% | +97.6% |
| All | +343.2% | -92.3% | +435.6% | +335.1% |
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 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