+133.6%
HOOD vs IOVA
-66.8%
+200.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.7% | +1.9% | -2.9% |
| 7D | +3.8% | -1.4% | +5.2% | +4.0% |
| 30D | -26.4% | -47.4% | +21.0% | -19.5% |
| 3M | -14.3% | +13.2% | -27.5% | -19.0% |
| 6M | +3.9% | +114.3% | -110.4% | -15.0% |
| YTD | -28.1% | +179.5% | -207.6% | -45.3% |
| 1Y | -38.8% | +200.4% | -239.2% | -54.2% |
| 3Y | +888.5% | +92.2% | +796.3% | +547.5% |
| 5Y | +131.0% | -63.8% | +194.8% | +103.1% |
| All | +133.6% | -66.8% | +200.4% | +110.8% |
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