-23.5%
GFS vs IOVA
-66.8%
+43.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.1% | +0.2% |
| 7D | +17.2% | -1.4% | +18.6% | +17.4% |
| 30D | -8.7% | -47.4% | +38.6% | -2.5% |
| 3M | -19.7% | +13.2% | -32.9% | -22.9% |
| 6M | -40.7% | +114.3% | -155.0% | -48.6% |
| YTD | +22.5% | +179.5% | -157.0% | +1.2% |
| 1Y | +25.2% | +200.4% | -175.2% | +2.0% |
| 3Y | -17.7% | +92.2% | -109.9% | -37.5% |
| 5Y | -23.5% | -63.8% | +40.3% | -35.1% |
| All | -23.5% | -66.8% | +43.3% | -35.1% |
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