+572.6%
HON vs IOVA
-91.6%
+664.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.9% |
| 7D | -3.6% | +9.7% | -13.3% | -3.8% |
| 30D | -15.3% | +102.5% | -117.8% | -16.5% |
| 3M | -7.9% | +100.7% | -108.6% | -9.3% |
| 6M | -18.1% | +106.3% | -124.4% | -19.4% |
| YTD | +3.8% | +222.0% | -218.1% | +1.1% |
| 1Y | +0.5% | +299.5% | -299.1% | -2.7% |
| 3Y | +19.8% | +42.9% | -23.2% | +16.2% |
| 5Y | +2.9% | -65.0% | +67.9% | +0.9% |
| 10Y | +134.6% | +10.3% | +124.3% | +125.4% |
| All | +572.6% | -91.6% | +664.3% | +516.6% |
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