+6.7%
HD vs IOVA
-63.3%
+69.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | +1.5% | -3.5% | +5.0% | +1.7% |
| 30D | +18.0% | -45.4% | +63.4% | +20.5% |
| 3M | +2.8% | +19.0% | -16.2% | +0.4% |
| 6M | +17.0% | +112.0% | -95.1% | +9.6% |
| YTD | +3.5% | +184.2% | -180.7% | -5.6% |
| 1Y | -2.6% | +222.0% | -224.6% | -12.0% |
| 3Y | +30.7% | +92.6% | -61.8% | +13.8% |
| All | +6.7% | -63.3% | +69.9% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling