+462.7%
GE vs IOVA
-92.3%
+555.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.6% |
| 7D | +7.1% | -5.2% | +12.3% | +7.2% |
| 30D | +6.5% | -37.8% | +44.2% | +7.1% |
| 3M | -13.6% | +29.5% | -43.0% | -14.3% |
| 6M | +6.0% | +96.6% | -90.6% | +4.0% |
| YTD | +5.4% | +194.5% | -189.1% | +2.5% |
| 1Y | +6.5% | +248.1% | -241.6% | +3.2% |
| 3Y | +268.6% | +86.1% | +182.5% | +255.8% |
| 5Y | +389.0% | -67.8% | +456.9% | +378.8% |
| 10Y | +163.3% | +38.6% | +124.7% | +153.6% |
| All | +462.7% | -92.3% | +555.0% | +436.1% |
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