+4.8%
HUM vs IOVA
-66.4%
+71.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | -1.4% | -6.4% | +5.0% | -1.2% |
| 30D | +7.5% | +25.4% | -17.9% | +6.7% |
| 3M | +10.2% | +115.3% | -105.1% | +7.3% |
| 6M | +132.5% | +56.5% | +76.0% | +127.8% |
| YTD | +57.6% | +198.2% | -140.5% | +51.3% |
| 1Y | +48.6% | +242.0% | -193.4% | +41.6% |
| 3Y | -11.2% | +36.8% | -48.0% | -15.4% |
| 5Y | +4.8% | -64.3% | +69.1% | +5.2% |
| All | +4.8% | -66.4% | +71.2% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling