+15.5%
GEHC vs IOVA
+32.2%
-16.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | -4.0% | +9.7% | -13.7% | -4.7% |
| 30D | -2.0% | +102.5% | -104.5% | -8.1% |
| 3M | +8.0% | +100.7% | -92.7% | +0.8% |
| 6M | -12.8% | +106.3% | -119.1% | -19.5% |
| YTD | -15.9% | +222.0% | -237.9% | -25.9% |
| 1Y | -6.9% | +299.5% | -306.5% | -20.3% |
| 3Y | 0.0% | +42.9% | -43.0% | -13.8% |
| All | +15.5% | +32.2% | -16.7% | -3.5% |
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