+599.2%
HPE vs IOVA
+24.8%
+574.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.3% | -7.0% | +7.3% | +1.1% |
| 30D | -28.6% | -44.4% | +15.9% | -25.3% |
| 3M | -7.4% | +24.7% | -32.0% | -10.6% |
| 6M | +63.7% | +118.6% | -55.0% | +47.6% |
| YTD | +111.7% | +196.3% | -84.6% | +82.5% |
| 1Y | +123.5% | +205.3% | -81.8% | +91.5% |
| 3Y | +238.7% | +103.8% | +134.9% | +176.4% |
| 5Y | +261.0% | -65.6% | +326.6% | +227.1% |
| 10Y | +390.2% | +6.4% | +383.8% | +251.2% |
| All | +599.2% | +24.8% | +574.3% | +390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling