+616.1%
HON vs IOVA
-92.6%
+708.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.4% | -3.5% | +4.9% | +1.5% |
| 30D | +7.5% | -45.4% | +52.9% | +8.4% |
| 3M | -4.3% | +19.0% | -23.4% | -5.0% |
| 6M | -1.5% | +112.0% | -113.6% | -3.4% |
| YTD | +10.5% | +184.2% | -173.7% | +7.6% |
| 1Y | +8.5% | +222.0% | -213.4% | +5.3% |
| 3Y | +28.0% | +92.6% | -64.5% | +23.5% |
| 5Y | +12.0% | -63.2% | +75.2% | +9.5% |
| 10Y | +155.4% | +2.1% | +153.3% | +145.0% |
| All | +616.1% | -92.6% | +708.7% | +555.9% |
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 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