+30.6%
HUM vs IOVA
+299.5%
-269.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.2% |
| 7D | +4.2% | +9.7% | -5.6% | +4.1% |
| 30D | +10.4% | +102.5% | -92.2% | +9.8% |
| 3M | +15.1% | +100.7% | -85.6% | +14.7% |
| 6M | +120.9% | +106.3% | +14.6% | +120.6% |
| YTD | +57.9% | +222.0% | -164.0% | +61.7% |
| 1Y | +30.6% | +299.5% | -269.0% | +36.8% |
| All | +30.6% | +299.5% | -269.0% | +36.8% |
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