-21.5%
GFS vs IOVA
+103.0%
-124.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -5.3% | -8.5% | +3.2% | -4.3% |
| 30D | -15.8% | -44.7% | +28.9% | -11.1% |
| 3M | -18.6% | +26.2% | -44.9% | -22.5% |
| 6M | -45.0% | +123.2% | -168.2% | -51.9% |
| YTD | +16.8% | +196.0% | -179.2% | -2.4% |
| 1Y | +17.8% | +240.9% | -223.1% | -3.6% |
| 3Y | -21.5% | +103.5% | -125.1% | -40.0% |
| All | -21.5% | +103.0% | -124.5% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling