+484.1%
GE vs IOVA
-92.2%
+576.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.8% |
| 7D | +6.3% | +1.9% | +4.4% | +6.2% |
| 30D | +8.9% | -44.1% | +53.0% | +9.7% |
| 3M | -9.2% | +28.9% | -38.1% | -10.0% |
| 6M | +13.2% | +125.7% | -112.5% | +10.9% |
| YTD | +9.4% | +199.3% | -189.9% | +6.4% |
| 1Y | +9.8% | +255.2% | -245.4% | +6.4% |
| 3Y | +278.2% | +106.8% | +171.3% | +264.5% |
| 5Y | +396.0% | -67.1% | +463.1% | +385.4% |
| 10Y | +162.4% | +16.7% | +145.6% | +152.9% |
| All | +484.1% | -92.2% | +576.3% | +456.4% |
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 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