+418.8%
THC vs IOVA
+85.3%
+333.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.3% |
| 7D | +3.7% | -5.2% | +8.9% | +3.9% |
| 30D | +9.0% | -37.8% | +46.8% | +10.7% |
| 3M | +10.4% | +29.5% | -19.1% | +7.7% |
| 6M | +45.7% | +96.6% | -50.9% | +37.4% |
| YTD | +42.6% | +194.5% | -151.9% | +30.3% |
| 1Y | +38.8% | +248.1% | -209.3% | +25.1% |
| 3Y | +418.8% | +86.1% | +332.7% | +266.8% |
| All | +418.8% | +85.3% | +333.6% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling