-93.4%
HTZ vs IOVA
-70.1%
-23.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -11.0% | -9.8% | -19.2% |
| 7D | -7.7% | -19.0% | +11.3% | -4.8% |
| 30D | -13.1% | -40.3% | +27.2% | -8.0% |
| 3M | +14.7% | +78.3% | -63.6% | +1.9% |
| 6M | -70.6% | +94.5% | -165.1% | -74.3% |
| YTD | -65.2% | +183.5% | -248.7% | -71.3% |
| 1Y | -73.2% | +327.6% | -400.8% | -79.1% |
| 3Y | -80.8% | +83.8% | -164.7% | -84.9% |
| 5Y | -94.8% | -69.0% | -25.8% | -95.1% |
| All | -93.4% | -70.1% | -23.3% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling