+49.2%
HUM vs IOVA
+259.8%
-210.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +2.2% |
| 7D | +2.1% | -2.2% | +4.2% | +2.1% |
| 30D | +5.4% | +27.6% | -22.2% | +5.1% |
| 3M | +11.4% | +117.2% | -105.8% | +11.0% |
| 6M | +141.5% | +77.7% | +63.8% | +139.6% |
| YTD | +61.2% | +215.0% | -153.8% | +65.1% |
| 1Y | +49.2% | +255.4% | -206.2% | +63.8% |
| All | +49.2% | +259.8% | -210.7% | +63.8% |
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