-64.9%
IOVA vs HRB
+104.8%
-169.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.8% |
| 7D | -2.2% | -10.6% | +8.4% | -0.5% |
| 30D | +31.7% | -0.8% | +32.5% | +31.7% |
| 3M | +117.3% | +19.1% | +98.2% | +110.2% |
| 6M | +55.8% | +48.7% | +7.1% | +42.8% |
| YTD | +208.8% | +7.1% | +201.7% | +209.1% |
| 1Y | +255.7% | -8.3% | +264.0% | +272.9% |
| 3Y | +41.7% | +25.8% | +15.8% | +35.9% |
| 5Y | -64.9% | +111.1% | -176.0% | -67.4% |
| All | -64.9% | +104.8% | -169.7% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling