+1,387.4%
HWM vs IOVA
+27.6%
+1,359.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.4% | +2.1% |
| 7D | +3.3% | -5.2% | +8.5% | +3.7% |
| 30D | -7.6% | -37.8% | +30.2% | -5.2% |
| 3M | -28.9% | +29.5% | -58.4% | -31.8% |
| 6M | -19.7% | +96.6% | -116.2% | -26.7% |
| YTD | +0.5% | +194.5% | -194.0% | -12.6% |
| 1Y | +0.3% | +248.1% | -247.8% | -14.5% |
| 3Y | +325.8% | +86.1% | +239.7% | +249.0% |
| 5Y | +524.7% | -67.8% | +592.6% | +474.2% |
| 10Y | +1,491.8% | +38.6% | +1,453.1% | +1,061.8% |
| All | +1,387.4% | +27.6% | +1,359.8% | +995.8% |
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 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