+1,536.6%
HD vs IOVA
-92.3%
+1,628.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.9% |
| 7D | +4.3% | -5.2% | +9.5% | +4.4% |
| 30D | +20.2% | -37.8% | +58.0% | +20.9% |
| 3M | -1.0% | +29.5% | -30.5% | -1.9% |
| 6M | +7.9% | +96.6% | -88.7% | +5.8% |
| YTD | +2.0% | +194.5% | -192.5% | -1.0% |
| 1Y | -4.3% | +248.1% | -252.4% | -7.5% |
| 3Y | +25.9% | +86.1% | -60.2% | +21.3% |
| 5Y | +5.8% | -67.8% | +73.7% | +3.5% |
| 10Y | +262.5% | +38.6% | +223.9% | +249.1% |
| All | +1,536.6% | -92.3% | +1,628.9% | +1,418.8% |
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 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