+261.0%
HPE vs IOVA
-65.6%
+326.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.3% | -7.0% | +7.3% | +0.9% |
| 30D | -28.6% | -44.4% | +15.9% | -26.0% |
| 3M | -7.4% | +24.7% | -32.0% | -9.8% |
| 6M | +63.7% | +118.6% | -55.0% | +51.2% |
| YTD | +111.7% | +196.3% | -84.6% | +88.8% |
| 1Y | +123.5% | +205.3% | -81.8% | +98.3% |
| 3Y | +238.7% | +103.8% | +134.9% | +194.1% |
| 5Y | +261.0% | -65.6% | +326.6% | +251.1% |
| All | +261.0% | -65.6% | +326.7% | +251.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling