-34.7%
GFS vs IOVA
-67.9%
+33.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +5.7% |
| 7D | -7.8% | -5.2% | -2.6% | -7.2% |
| 30D | -19.7% | -37.8% | +18.1% | -15.9% |
| 3M | -23.1% | +29.5% | -52.6% | -27.4% |
| 6M | -46.4% | +96.6% | -142.9% | -53.0% |
| YTD | +11.0% | +194.5% | -183.5% | -8.9% |
| 1Y | +12.6% | +248.1% | -235.4% | -10.0% |
| 3Y | -24.9% | +86.1% | -111.1% | -42.7% |
| All | -34.7% | -67.9% | +33.2% | -43.9% |
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 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