+152.0%
GE vs IOVA
+0.8%
+151.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +2.7% | -3.5% | +6.1% | +2.9% |
| 30D | +8.1% | -45.4% | +53.5% | +11.3% |
| 3M | -7.9% | +19.0% | -26.9% | -10.5% |
| 6M | +12.9% | +112.0% | -99.1% | +4.2% |
| YTD | +8.2% | +184.2% | -176.1% | -3.2% |
| 1Y | +9.7% | +222.0% | -212.3% | -3.0% |
| 3Y | +266.1% | +92.6% | +173.6% | +210.6% |
| 5Y | +407.4% | -63.2% | +470.5% | +365.0% |
| All | +152.0% | +0.8% | +151.2% | +110.7% |
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