-21.3%
GFS vs IOVA
-69.4%
+48.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -11.0% | +1.2% | -8.5% |
| 7D | -20.7% | -19.0% | -1.7% | -18.6% |
| 30D | -25.2% | -40.3% | +15.0% | -21.4% |
| 3M | -26.3% | +78.3% | -104.6% | -33.8% |
| 6M | -50.7% | +94.5% | -145.2% | -56.7% |
| YTD | +4.5% | +183.5% | -179.0% | -13.8% |
| 1Y | +2.5% | +327.6% | -325.2% | -20.7% |
| 3Y | -30.9% | +83.8% | -114.8% | -47.2% |
| 5Y | -42.6% | -69.0% | +26.4% | -47.9% |
| All | -21.3% | -69.4% | +48.0% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling