+50.0%
HUM vs IOVA
+362.8%
-312.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +1.6% | -41.3% | +42.8% | +1.7% |
| 30D | +3.5% | -38.5% | +42.0% | +3.6% |
| 3M | +15.5% | +99.5% | -84.0% | +16.6% |
| 6M | +76.2% | +126.0% | -49.8% | +79.1% |
| YTD | +64.5% | +218.7% | -154.1% | +76.0% |
| 1Y | +50.0% | +378.0% | -328.0% | +63.4% |
| All | +50.0% | +362.8% | -312.7% | +63.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling