+3.1%
HON vs IOVA
-64.1%
+67.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.5% |
| 7D | -0.6% | -2.2% | +1.7% | -0.5% |
| 30D | -15.4% | +31.7% | -47.1% | -16.4% |
| 3M | -9.1% | +117.3% | -126.4% | -12.6% |
| 6M | -17.1% | +55.8% | -72.9% | -19.4% |
| YTD | +1.5% | +208.8% | -207.3% | -4.7% |
| 1Y | -1.3% | +255.7% | -257.0% | -8.4% |
| 3Y | +19.5% | +41.7% | -22.1% | +9.7% |
| 5Y | +3.1% | -64.9% | +68.0% | -2.2% |
| All | +3.1% | -64.1% | +67.2% | -2.2% |
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