+699.3%
HIG vs IOVA
-92.6%
+791.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +0.2% | +19.0% | -18.8% | -0.4% |
| 6M | +4.6% | +112.0% | -107.4% | +2.7% |
| YTD | +1.1% | +184.2% | -183.1% | -1.4% |
| 1Y | +4.7% | +222.0% | -217.3% | +1.8% |
| 3Y | +95.5% | +92.6% | +2.9% | +88.8% |
| 5Y | +111.7% | -63.2% | +174.8% | +107.1% |
| 10Y | +263.4% | +2.1% | +261.3% | +249.5% |
| All | +699.3% | -92.6% | +791.9% | +622.4% |
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