+342.1%
HWM vs IOVA
+99.0%
+243.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | +7.3% | -3.5% | +10.8% | +7.4% |
| 30D | +1.6% | -45.4% | +47.0% | +3.1% |
| 3M | -21.9% | +19.0% | -40.9% | -23.4% |
| 6M | -19.0% | +112.0% | -131.1% | -23.3% |
| YTD | +7.9% | +184.2% | -176.3% | +0.1% |
| 1Y | +9.9% | +222.0% | -212.1% | +1.1% |
| 3Y | +342.1% | +92.6% | +249.6% | +312.5% |
| All | +342.1% | +99.0% | +243.2% | +312.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling