+1,572.5%
HD vs IOVA
-92.3%
+1,664.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +5.2% | -8.5% | +13.7% | +5.3% |
| 30D | +20.7% | -44.7% | +65.5% | +21.7% |
| 3M | +0.8% | +26.2% | -25.4% | -0.1% |
| 6M | +12.2% | +123.2% | -111.0% | +9.8% |
| YTD | +4.2% | +196.0% | -191.8% | +1.2% |
| 1Y | -2.6% | +240.9% | -243.5% | -5.7% |
| 3Y | +30.0% | +103.5% | -73.5% | +25.1% |
| 5Y | +8.1% | -65.5% | +73.6% | +5.6% |
| 10Y | +247.2% | +7.0% | +240.1% | +234.6% |
| All | +1,572.5% | -92.3% | +1,664.8% | +1,451.9% |
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