+1,773.8%
HWM vs IOVA
+39.5%
+1,734.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -2.1% | +9.7% | -11.8% | -2.9% |
| 30D | -11.0% | +102.5% | -113.5% | -16.8% |
| 3M | +4.0% | +100.7% | -96.6% | -3.2% |
| 6M | -0.2% | +106.3% | -106.6% | -8.2% |
| YTD | +26.7% | +222.0% | -195.3% | +11.2% |
| 1Y | +44.7% | +299.5% | -254.8% | +23.3% |
| 3Y | +426.1% | +42.9% | +383.2% | +349.2% |
| 5Y | +738.5% | -65.0% | +803.5% | +676.8% |
| All | +1,773.8% | +39.5% | +1,734.3% | +1,294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling