+688.7%
HIG vs IOVA
-91.7%
+780.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -1.1% | +5.1% | -6.1% | -1.1% |
| 30D | -4.9% | +37.2% | -42.1% | -5.4% |
| 3M | +6.8% | +117.5% | -110.7% | +5.2% |
| 6M | -1.7% | +69.6% | -71.3% | -2.9% |
| YTD | -0.2% | +218.7% | -218.9% | -2.6% |
| 1Y | +5.7% | +265.5% | -259.8% | +2.8% |
| 3Y | +100.3% | +46.2% | +54.1% | +94.7% |
| 5Y | +118.5% | -63.2% | +181.7% | +114.4% |
| 10Y | +309.7% | +6.1% | +303.6% | +294.7% |
| All | +688.7% | -91.7% | +780.4% | +613.9% |
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