+37.3%
GEHC vs IOVA
+14.7%
+22.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.5% |
| 7D | -2.3% | -1.4% | -0.9% | -2.2% |
| 30D | +19.0% | -47.4% | +66.4% | +23.6% |
| 3M | +13.3% | +13.2% | +0.1% | +10.1% |
| 6M | +31.5% | +114.3% | -82.8% | +19.7% |
| YTD | 0.0% | +179.5% | -179.5% | -12.3% |
| 1Y | +9.4% | +200.4% | -191.0% | -5.0% |
| 3Y | +18.3% | +92.2% | -73.8% | -0.8% |
| All | +37.3% | +14.7% | +22.6% | +14.1% |
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 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