-92.6%
IOVA vs HRB
+646.5%
-739.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.0% | -8.1% | +1.1% | -5.6% |
| 30D | -44.4% | +15.0% | -59.5% | -46.4% |
| 3M | +24.7% | +10.2% | +14.4% | +20.9% |
| 6M | +118.6% | +44.2% | +74.4% | +99.4% |
| YTD | +196.3% | +21.0% | +175.4% | +176.9% |
| 1Y | +205.3% | +12.0% | +193.3% | +190.2% |
| 3Y | +103.8% | +24.9% | +78.8% | +88.1% |
| 5Y | -65.6% | +144.6% | -210.2% | -73.2% |
| 10Y | +6.4% | +229.4% | -223.0% | -30.3% |
| All | -92.6% | +646.5% | -739.2% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling