+597.9%
HPE vs IOVA
+17.7%
+580.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | +0.3% |
| 7D | +13.6% | -1.4% | +15.0% | +13.7% |
| 30D | -27.1% | -47.4% | +20.3% | -23.4% |
| 3M | -14.5% | +13.2% | -27.7% | -16.8% |
| 6M | +66.9% | +114.3% | -47.4% | +50.7% |
| YTD | +111.3% | +179.5% | -68.2% | +83.1% |
| 1Y | +117.5% | +200.4% | -82.9% | +86.6% |
| 3Y | +238.1% | +92.2% | +145.9% | +177.3% |
| 5Y | +292.4% | -63.8% | +356.2% | +252.5% |
| 10Y | +389.3% | +0.4% | +388.9% | +252.3% |
| All | +597.9% | +17.7% | +580.2% | +391.9% |
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