+21.5%
HON vs IOVA
+50.0%
-28.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -0.8% | +5.1% | -5.9% | -1.0% |
| 30D | -15.2% | +37.2% | -52.4% | -16.1% |
| 3M | -6.0% | +117.5% | -123.5% | -9.1% |
| 6M | -14.9% | +69.6% | -84.5% | -17.2% |
| YTD | +3.2% | +218.7% | -215.5% | -2.5% |
| 1Y | 0.0% | +265.5% | -265.5% | -6.4% |
| 3Y | +21.5% | +46.2% | -24.7% | +8.9% |
| All | +21.5% | +50.0% | -28.5% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling