+18.3%
HYG vs IOVA
-62.2%
+80.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.1% |
| 7D | -0.7% | -2.2% | +1.5% | -0.7% |
| 30D | -0.7% | +27.6% | -28.3% | -1.3% |
| 3M | -0.2% | +117.2% | -117.4% | -2.2% |
| 6M | +1.4% | +77.7% | -76.3% | -0.4% |
| YTD | +1.5% | +215.0% | -213.6% | -1.9% |
| 1Y | +2.9% | +255.4% | -252.5% | -1.1% |
| 3Y | +25.6% | +42.6% | -17.0% | +19.9% |
| All | +18.3% | -62.2% | +80.5% | +14.7% |
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