+119.2%
HIG vs IOVA
-66.4%
+185.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -2.3% | -6.4% | +4.2% | -2.1% |
| 30D | -1.2% | +25.4% | -26.6% | -1.9% |
| 3M | +6.3% | +115.3% | -109.0% | +3.6% |
| 6M | +0.6% | +56.5% | -56.0% | -1.3% |
| YTD | +0.6% | +198.2% | -197.6% | -3.4% |
| 1Y | +6.1% | +242.0% | -235.9% | +1.1% |
| 3Y | +102.0% | +36.8% | +65.2% | +91.2% |
| 5Y | +119.2% | -64.3% | +183.5% | +112.1% |
| All | +119.2% | -66.4% | +185.7% | +112.1% |
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