+588.2%
HBM vs IOVA
+9.7%
+578.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.1% | -1.3% |
| 7D | -3.3% | -2.2% | -1.1% | -3.0% |
| 30D | -4.8% | +27.6% | -32.4% | -8.2% |
| 3M | -0.4% | +117.2% | -117.6% | -12.4% |
| 6M | +17.9% | +77.7% | -59.8% | +5.5% |
| YTD | +33.7% | +215.0% | -181.3% | +8.8% |
| 1Y | +95.6% | +255.4% | -159.8% | +54.7% |
| 3Y | +458.1% | +42.6% | +415.5% | +336.4% |
| 5Y | +329.0% | -62.2% | +391.2% | +273.2% |
| All | +588.2% | +9.7% | +578.5% | +436.1% |
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 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