+1,645.7%
HCA vs IOVA
-92.2%
+1,737.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -2.8% | +5.1% | -7.9% | -2.9% |
| 30D | -2.7% | +37.2% | -40.0% | -3.3% |
| 3M | +11.5% | +117.5% | -106.0% | +9.8% |
| 6M | -24.3% | +69.6% | -93.9% | -25.2% |
| YTD | -13.6% | +218.7% | -232.3% | -15.6% |
| 1Y | -3.2% | +265.5% | -268.7% | -5.8% |
| 3Y | +50.4% | +46.2% | +4.2% | +46.3% |
| 5Y | +64.8% | -63.2% | +128.0% | +61.8% |
| 10Y | +456.5% | +6.1% | +450.5% | +439.3% |
| All | +1,645.7% | -92.2% | +1,737.9% | +1,546.7% |
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