+38.2%
GEHC vs IOVA
+20.9%
+17.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | +7.6% | -5.2% | +12.8% | +7.9% |
| 30D | +27.5% | -37.8% | +65.2% | +30.7% |
| 3M | +17.2% | +29.5% | -12.2% | +12.8% |
| 6M | +33.6% | +96.6% | -63.0% | +22.4% |
| YTD | +0.6% | +194.5% | -193.9% | -12.1% |
| 1Y | +11.3% | +248.1% | -236.8% | -4.6% |
| 3Y | +16.5% | +86.1% | -69.6% | -2.1% |
| All | +38.2% | +20.9% | +17.3% | +14.4% |
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 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