+33.1%
GDDY vs IOVA
+43.8%
-10.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.5% |
| 7D | -3.2% | -2.2% | -1.0% | -3.1% |
| 30D | +6.8% | +27.6% | -20.8% | +5.5% |
| 3M | +30.5% | +117.2% | -86.7% | +25.0% |
| 6M | +13.3% | +77.7% | -64.4% | +9.3% |
| YTD | -21.0% | +215.0% | -236.0% | -26.3% |
| 1Y | -34.0% | +255.4% | -289.4% | -39.1% |
| 3Y | +33.1% | +42.6% | -9.6% | +12.9% |
| All | +33.1% | +43.8% | -10.7% | +12.9% |
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