+632.4%
GEV vs IOVA
-39.4%
+671.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +3.2% |
| 7D | +1.6% | -2.2% | +3.8% | +1.8% |
| 30D | -7.9% | +27.6% | -35.5% | -9.8% |
| 3M | +5.6% | +117.2% | -111.6% | -1.7% |
| 6M | +13.1% | +77.7% | -64.6% | +6.3% |
| YTD | +46.7% | +215.0% | -168.3% | +30.2% |
| 1Y | +51.3% | +255.4% | -204.1% | +31.9% |
| All | +632.4% | -39.4% | +671.9% | +671.9% |
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