+169.2%
HPQ vs IOVA
-91.6%
+260.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | +6.9% | +9.7% | -2.8% | +6.8% |
| 30D | +14.4% | +102.5% | -88.1% | +12.8% |
| 3M | +25.6% | +100.7% | -75.1% | +23.6% |
| 6M | +75.0% | +106.3% | -31.3% | +71.9% |
| YTD | +50.7% | +222.0% | -171.3% | +46.5% |
| 1Y | +18.7% | +299.5% | -280.9% | +14.7% |
| 3Y | +21.5% | +42.9% | -21.4% | +18.0% |
| 5Y | +31.6% | -65.0% | +96.6% | +28.9% |
| 10Y | +216.1% | +10.3% | +205.8% | +208.4% |
| All | +169.2% | -91.6% | +260.8% | +185.5% |
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