+132.3%
HON vs IOVA
+9.7%
+122.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.2% |
| 7D | -3.5% | -2.2% | -1.3% | -3.4% |
| 30D | -13.8% | +27.6% | -41.4% | -15.1% |
| 3M | -11.7% | +117.2% | -128.9% | -16.3% |
| 6M | -18.7% | +77.7% | -96.4% | -22.5% |
| YTD | +0.2% | +215.0% | -214.8% | -8.1% |
| 1Y | -3.1% | +255.4% | -258.4% | -12.4% |
| 3Y | +17.0% | +42.6% | -25.6% | +4.7% |
| 5Y | +2.0% | -62.2% | +64.3% | -4.5% |
| All | +132.3% | +9.7% | +122.6% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling