+1,037.0%
HOOD vs IOVA
+49.0%
+988.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | +17.1% | +9.7% | +7.4% | +15.8% |
| 30D | +31.6% | +102.5% | -71.0% | +18.2% |
| 3M | +38.2% | +100.7% | -62.4% | +23.5% |
| 6M | +48.5% | +106.3% | -57.8% | +30.5% |
| YTD | +8.0% | +222.0% | -214.0% | -11.5% |
| 1Y | +18.7% | +299.5% | -280.9% | -6.8% |
| All | +1,037.0% | +49.0% | +988.0% | +765.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling