-1.5%
IOVA vs HRB
+207.5%
-209.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.4% |
| 7D | -6.4% | -12.2% | +5.7% | -4.7% |
| 30D | +25.4% | -3.0% | +28.4% | +25.8% |
| 3M | +115.3% | +21.7% | +93.6% | +108.3% |
| 6M | +56.5% | +52.3% | +4.2% | +44.2% |
| YTD | +198.2% | +6.5% | +191.7% | +193.0% |
| 1Y | +242.0% | -6.7% | +248.7% | +244.3% |
| 3Y | +36.8% | +25.1% | +11.7% | +30.9% |
| 5Y | -64.3% | +113.8% | -178.0% | -68.5% |
| All | -1.5% | +207.5% | -209.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling