+70.8%
GD vs IOVA
+44.8%
+26.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | -5.3% | +9.7% | -15.0% | -5.5% |
| 30D | -6.4% | +102.5% | -109.0% | -8.8% |
| 3M | +5.7% | +100.7% | -95.0% | +2.8% |
| 6M | -0.9% | +106.3% | -107.3% | -4.0% |
| YTD | +8.2% | +222.0% | -213.8% | +2.9% |
| 1Y | +13.4% | +299.5% | -286.1% | +6.7% |
| All | +70.8% | +44.8% | +26.0% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling