+485.9%
GE vs IOVA
-91.6%
+577.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | -1.6% | +9.7% | -11.3% | -1.8% |
| 30D | -11.6% | +102.5% | -114.1% | -12.8% |
| 3M | +3.0% | +100.7% | -97.7% | +1.5% |
| 6M | -0.5% | +106.3% | -106.9% | -2.2% |
| YTD | +9.7% | +222.0% | -212.2% | +6.9% |
| 1Y | +20.0% | +299.5% | -279.5% | +16.3% |
| 3Y | +275.8% | +42.9% | +232.9% | +265.1% |
| 5Y | +429.1% | -65.0% | +494.1% | +418.8% |
| 10Y | +151.2% | +10.3% | +140.9% | +142.7% |
| All | +485.9% | -91.6% | +577.6% | +459.3% |
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