+8.2%
GD vs IOVA
+362.8%
-354.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.6% |
| 7D | +3.0% | -41.3% | +44.2% | +2.5% |
| 30D | +10.5% | -38.5% | +49.0% | +10.0% |
| 3M | -5.0% | +99.5% | -104.5% | -6.9% |
| 6M | +5.5% | +126.0% | -120.5% | +2.8% |
| YTD | +10.3% | +218.7% | -208.3% | +7.2% |
| 1Y | +8.2% | +378.0% | -369.9% | +4.3% |
| All | +8.2% | +362.8% | -354.6% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling