+144.5%
HPQ vs IOVA
-92.6%
+237.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | +3.2% | -3.5% | +6.6% | +3.2% |
| 30D | -3.6% | -45.4% | +41.8% | -2.7% |
| 3M | -5.3% | +19.0% | -24.3% | -5.9% |
| 6M | +41.1% | +112.0% | -70.9% | +38.3% |
| YTD | +36.9% | +184.2% | -147.4% | +32.9% |
| 1Y | +23.5% | +222.0% | -198.5% | +19.6% |
| 3Y | +19.6% | +92.6% | -73.0% | +15.4% |
| 5Y | +11.4% | -63.2% | +74.6% | +8.8% |
| 10Y | +160.6% | +2.1% | +158.5% | +154.1% |
| All | +144.5% | -92.6% | +237.1% | +159.1% |
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 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