+0.1%
HOOD vs IOVA
+250.8%
-250.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.8% |
| 7D | +13.4% | +5.1% | +8.3% | +12.8% |
| 30D | +25.8% | +37.2% | -11.4% | +20.9% |
| 3M | +38.0% | +117.5% | -79.5% | +23.3% |
| 6M | +52.2% | +69.6% | -17.4% | +38.4% |
| YTD | +3.7% | +218.7% | -214.9% | -14.0% |
| 1Y | +0.1% | +265.5% | -265.5% | -7.9% |
| All | +0.1% | +250.8% | -250.8% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling