+91.8%
HBM vs IOVA
-91.7%
+183.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.8% |
| 7D | +7.4% | +5.1% | +2.3% | +7.2% |
| 30D | +5.1% | +37.2% | -32.2% | +3.8% |
| 3M | +11.1% | +117.5% | -106.4% | +7.5% |
| 6M | +30.2% | +69.6% | -39.4% | +26.7% |
| YTD | +46.2% | +218.7% | -172.5% | +38.8% |
| 1Y | +120.0% | +265.5% | -145.5% | +107.3% |
| 3Y | +527.4% | +46.2% | +481.2% | +493.2% |
| 5Y | +400.4% | -63.2% | +463.6% | +383.0% |
| 10Y | +621.5% | +6.1% | +615.4% | +578.7% |
| All | +91.8% | -91.7% | +183.5% | +73.9% |
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