+262.5%
THC vs IOVA
-66.8%
+329.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | -1.7% |
| 7D | +0.1% | -1.4% | +1.6% | +0.2% |
| 30D | +7.5% | -47.4% | +54.9% | +11.6% |
| 3M | +7.5% | +13.2% | -5.7% | +4.5% |
| 6M | +46.4% | +114.3% | -67.9% | +32.9% |
| YTD | +44.4% | +179.5% | -135.1% | +26.2% |
| 1Y | +43.4% | +200.4% | -157.0% | +24.3% |
| 3Y | +433.3% | +92.2% | +341.1% | +323.8% |
| 5Y | +262.5% | -63.8% | +326.3% | +238.7% |
| All | +262.5% | -66.8% | +329.3% | +238.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling