+301.7%
HIG vs IOVA
+9.7%
+292.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.4% |
| 30D | -0.4% | +27.6% | -27.9% | -1.7% |
| 3M | +6.7% | +117.2% | -110.5% | +1.8% |
| 6M | +2.0% | +77.7% | -75.7% | -2.2% |
| YTD | +0.3% | +215.0% | -214.7% | -7.2% |
| 1Y | +4.2% | +255.4% | -251.2% | -4.7% |
| 3Y | +102.2% | +42.6% | +59.6% | +83.0% |
| 5Y | +118.5% | -62.2% | +180.7% | +106.6% |
| All | +301.7% | +9.7% | +292.0% | +253.5% |
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