+12.5%
GEHC vs IOVA
+207.9%
-195.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +0.8% | -3.5% | +4.3% | +0.9% |
| 30D | +21.3% | -45.4% | +66.7% | +23.1% |
| 3M | +12.6% | +19.0% | -6.4% | +10.5% |
| 6M | +34.3% | +112.0% | -77.7% | +27.5% |
| YTD | +1.4% | +184.2% | -182.8% | -3.6% |
| 1Y | +12.5% | +222.0% | -209.5% | +7.0% |
| All | +12.5% | +207.9% | -195.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling