+12.0%
GEHC vs IOVA
+30.8%
-18.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -5.2% | +5.1% | -10.2% | -5.5% |
| 30D | -7.0% | +37.2% | -44.2% | -9.5% |
| 3M | +3.3% | +117.5% | -114.2% | -4.2% |
| 6M | -10.0% | +69.6% | -79.6% | -15.4% |
| YTD | -18.5% | +218.7% | -237.2% | -28.0% |
| 1Y | -14.4% | +265.5% | -279.9% | -26.1% |
| 3Y | +3.4% | +46.2% | -42.8% | -10.9% |
| All | +12.0% | +30.8% | -18.9% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling