+170.7%
GD vs IOVA
+7.0%
+163.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | -1.9% | -8.5% | +6.6% | -1.6% |
| 30D | +10.9% | -44.7% | +55.7% | +12.8% |
| 3M | -6.8% | +26.2% | -33.0% | -8.7% |
| 6M | +7.0% | +123.2% | -116.2% | +1.7% |
| YTD | +11.1% | +196.0% | -184.9% | +3.5% |
| 1Y | +7.0% | +240.9% | -233.9% | -1.1% |
| 3Y | +59.9% | +103.5% | -43.6% | +44.7% |
| 5Y | +102.5% | -65.5% | +167.9% | +92.7% |
| All | +170.7% | +7.0% | +163.7% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling