+54.9%
GD vs IOVA
+78.3%
-23.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.0% | +8.7% | -2.1% |
| 7D | -3.9% | -19.0% | +15.1% | -3.5% |
| 30D | +8.1% | -40.3% | +48.4% | +8.9% |
| 3M | -6.8% | +78.3% | -85.1% | -9.9% |
| 6M | +3.0% | +94.5% | -91.5% | -1.1% |
| YTD | +7.8% | +183.5% | -175.8% | +1.4% |
| 1Y | +5.8% | +327.6% | -321.8% | -2.4% |
| All | +54.9% | +78.3% | -23.5% | +42.4% |
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