+245.3%
HD vs IOVA
+7.2%
+238.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.2% | -7.0% | +5.8% | -0.7% |
| 30D | +20.9% | -44.4% | +65.3% | +24.5% |
| 3M | -0.2% | +24.7% | -24.8% | -3.5% |
| 6M | +14.5% | +118.6% | -104.1% | +5.0% |
| YTD | +4.3% | +196.3% | -192.0% | -7.7% |
| 1Y | -3.5% | +205.3% | -208.8% | -15.0% |
| 3Y | +30.1% | +103.8% | -73.7% | +8.8% |
| 5Y | +8.5% | -65.6% | +74.0% | -0.4% |
| 10Y | +245.3% | +6.4% | +238.8% | +190.8% |
| All | +245.3% | +7.2% | +238.1% | +190.8% |
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