+249.2%
HPE vs IOVA
+50.0%
+199.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +7.8% |
| 7D | +10.1% | +5.1% | +5.1% | +9.8% |
| 30D | +5.3% | +37.2% | -31.9% | +2.6% |
| 3M | +12.7% | +117.5% | -104.8% | +5.0% |
| 6M | +167.7% | +69.6% | +98.1% | +152.5% |
| YTD | +135.5% | +218.7% | -83.2% | +109.1% |
| 1Y | +143.4% | +265.5% | -122.2% | +111.6% |
| 3Y | +249.2% | +46.2% | +202.9% | +199.2% |
| All | +249.2% | +50.0% | +199.2% | +199.2% |
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