+489.7%
HPE vs IOVA
+3.8%
+485.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.4% | -2.8% | -6.0% |
| 7D | +1.4% | -6.4% | +7.9% | +2.0% |
| 30D | +1.5% | +25.4% | -23.9% | -0.7% |
| 3M | +21.7% | +115.3% | -93.6% | +12.0% |
| 6M | +164.2% | +56.5% | +107.6% | +148.2% |
| YTD | +132.1% | +198.2% | -66.1% | +103.5% |
| 1Y | +130.6% | +242.0% | -111.4% | +97.7% |
| 3Y | +244.1% | +36.8% | +207.3% | +195.6% |
| 5Y | +340.8% | -64.3% | +405.1% | +303.6% |
| All | +489.7% | +3.8% | +485.9% | +376.6% |
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