-46.4%
GFS vs IOVA
+101.5%
-147.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +5.9% |
| 7D | -7.8% | -5.2% | -2.6% | -7.4% |
| 30D | -19.7% | -37.8% | +18.1% | -17.6% |
| 3M | -23.1% | +29.5% | -52.6% | -26.0% |
| 6M | -46.4% | +96.6% | -142.9% | -50.2% |
| All | -46.4% | +101.5% | -147.9% | -50.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling