+257.9%
HD vs IOVA
+28.7%
+229.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.8% |
| 7D | +3.6% | +1.9% | +1.7% | +3.4% |
| 30D | +21.6% | -44.1% | +65.7% | +25.1% |
| 3M | +0.1% | +28.9% | -28.8% | -3.4% |
| 6M | +13.0% | +125.7% | -112.7% | +3.4% |
| YTD | +4.9% | +199.3% | -194.3% | -7.2% |
| 1Y | -2.1% | +255.2% | -257.3% | -14.9% |
| 3Y | +32.6% | +106.8% | -74.2% | +10.7% |
| 5Y | +8.2% | -67.1% | +75.3% | -0.2% |
| 10Y | +257.9% | +16.7% | +241.2% | +198.7% |
| All | +257.9% | +28.7% | +229.2% | +198.7% |
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 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