+390.3%
GDDY vs IOVA
-25.2%
+415.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.2% |
| 7D | -3.2% | -2.2% | -1.0% | -3.0% |
| 30D | +6.8% | +27.6% | -20.8% | +3.8% |
| 3M | +30.5% | +117.2% | -86.7% | +18.3% |
| 6M | +13.3% | +77.7% | -64.4% | +3.9% |
| YTD | -21.0% | +215.0% | -236.0% | -32.6% |
| 1Y | -34.0% | +255.4% | -289.4% | -45.1% |
| 3Y | +33.1% | +42.6% | -9.6% | +7.7% |
| 5Y | +30.3% | -62.2% | +92.6% | +15.7% |
| 10Y | +205.5% | +8.4% | +197.1% | +112.5% |
| All | +390.3% | -25.2% | +415.6% | +316.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling