+110.0%
HIG vs IOVA
-63.3%
+173.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +2.6% | -3.5% | +6.1% | +2.7% |
| 30D | +4.2% | -45.4% | +49.6% | +5.2% |
| 3M | +0.2% | +19.0% | -18.8% | -1.0% |
| 6M | +4.6% | +112.0% | -107.4% | +1.3% |
| YTD | +1.1% | +184.2% | -183.1% | -3.4% |
| 1Y | +4.7% | +222.0% | -217.3% | -0.5% |
| 3Y | +95.5% | +92.6% | +2.9% | +82.0% |
| All | +110.0% | -63.3% | +173.2% | +98.6% |
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