+102.5%
HIG vs IOVA
+41.0%
+61.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.7% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | -2.8% | +31.7% | -34.5% | -3.4% |
| 3M | +6.3% | +117.3% | -110.9% | +4.3% |
| 6M | -0.1% | +55.8% | -55.9% | -1.5% |
| YTD | +0.4% | +208.8% | -208.4% | -2.8% |
| 1Y | +6.2% | +255.7% | -249.5% | +2.2% |
| All | +102.5% | +41.0% | +61.6% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling