-92.0%
IOVA vs HRB
+618.4%
-710.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.8% |
| 7D | +9.7% | -5.7% | +15.4% | +11.0% |
| 30D | +102.5% | +7.9% | +94.6% | +99.0% |
| 3M | +100.7% | +32.1% | +68.6% | +88.4% |
| 6M | +106.3% | +62.2% | +44.1% | +81.9% |
| YTD | +222.0% | +16.4% | +205.6% | +205.9% |
| 1Y | +299.5% | -0.3% | +299.8% | +293.0% |
| 3Y | +42.9% | +36.0% | +6.9% | +30.3% |
| 5Y | -65.0% | +125.2% | -190.2% | -72.0% |
| 10Y | +10.3% | +237.7% | -227.4% | -28.2% |
| All | -92.0% | +618.4% | -710.4% | -94.8% |
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