+370.3%
HPE vs IOVA
+0.8%
+369.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -3.9% |
| 7D | +7.9% | -3.5% | +11.3% | +8.2% |
| 30D | -23.5% | -45.4% | +21.9% | -20.0% |
| 3M | -19.1% | +19.0% | -38.1% | -21.5% |
| 6M | +51.4% | +112.0% | -60.6% | +37.4% |
| YTD | +103.4% | +184.2% | -80.8% | +77.0% |
| 1Y | +114.4% | +222.0% | -107.6% | +83.9% |
| 3Y | +224.7% | +92.6% | +132.1% | +168.7% |
| 5Y | +277.8% | -63.2% | +340.9% | +240.7% |
| All | +370.3% | +0.8% | +369.5% | +265.0% |
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