+38.6%
HPQ vs IOVA
-64.1%
+102.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.1% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | +9.7% | +31.7% | -22.0% | +7.7% |
| 3M | +32.7% | +117.3% | -84.5% | +24.8% |
| 6M | +77.7% | +55.8% | +21.9% | +69.9% |
| YTD | +51.0% | +208.8% | -157.8% | +36.5% |
| 1Y | +18.4% | +255.7% | -237.3% | +5.1% |
| 3Y | +25.6% | +41.7% | -16.1% | +11.9% |
| 5Y | +38.6% | -64.9% | +103.5% | +31.6% |
| All | +38.6% | -64.1% | +102.8% | +31.6% |
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 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