+138.4%
HLT vs IOVA
-62.2%
+200.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.3% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | -5.0% | +27.6% | -32.6% | -6.4% |
| 3M | -10.4% | +117.2% | -127.6% | -14.9% |
| 6M | +3.2% | +77.7% | -74.4% | -1.4% |
| YTD | +6.7% | +215.0% | -208.3% | -2.0% |
| 1Y | +10.3% | +255.4% | -245.1% | -0.1% |
| 3Y | +99.3% | +42.6% | +56.7% | +77.4% |
| All | +138.4% | -62.2% | +200.6% | +126.3% |
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