+1,502.5%
THC vs IOVA
-92.3%
+1,594.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.2% |
| 7D | +3.7% | -5.2% | +8.9% | +3.8% |
| 30D | +9.0% | -37.8% | +46.8% | +10.0% |
| 3M | +10.4% | +29.5% | -19.1% | +9.1% |
| 6M | +45.7% | +96.6% | -50.9% | +41.7% |
| YTD | +42.6% | +194.5% | -151.9% | +36.8% |
| 1Y | +38.8% | +248.1% | -209.3% | +32.5% |
| 3Y | +418.8% | +86.1% | +332.7% | +392.6% |
| 5Y | +275.7% | -67.8% | +343.5% | +264.7% |
| 10Y | +1,496.2% | +38.6% | +1,457.6% | +1,426.6% |
| All | +1,502.5% | -92.3% | +1,594.9% | +1,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling