+164.9%
GD vs IOVA
-0.9%
+165.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.6% | -0.9% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | +9.2% | -47.4% | +56.6% | +11.2% |
| 3M | -7.5% | +13.2% | -20.7% | -9.0% |
| 6M | +5.8% | +114.3% | -108.6% | +0.6% |
| YTD | +9.8% | +179.5% | -169.7% | +2.5% |
| 1Y | +5.8% | +200.4% | -194.6% | -1.7% |
| 3Y | +58.0% | +92.2% | -34.2% | +43.3% |
| 5Y | +100.4% | -63.8% | +164.2% | +89.9% |
| All | +164.9% | -0.9% | +165.8% | +129.7% |
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 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