+115.1%
HYG vs IOVA
-92.0%
+207.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | -0.1% | +31.7% | -31.8% | -0.3% |
| 3M | +0.7% | +117.3% | -116.6% | +0.1% |
| 6M | +1.5% | +55.8% | -54.3% | +1.1% |
| YTD | +1.9% | +208.8% | -206.8% | +1.0% |
| 1Y | +3.7% | +255.7% | -252.0% | +2.6% |
| 3Y | +26.5% | +41.7% | -15.2% | +25.1% |
| 5Y | +19.0% | -64.9% | +83.9% | +18.0% |
| 10Y | +56.5% | +6.3% | +50.2% | +54.7% |
| All | +115.1% | -92.0% | +207.1% | +113.4% |
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