+71.8%
GH vs IOVA
+362.8%
-291.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.6% |
| 7D | -7.7% | -41.3% | +33.6% | -5.1% |
| 30D | -10.0% | -38.5% | +28.6% | -7.8% |
| 3M | +5.5% | +99.5% | -94.0% | -0.6% |
| 6M | +84.9% | +126.0% | -41.1% | +69.8% |
| YTD | +65.0% | +218.7% | -153.6% | +44.6% |
| 1Y | +71.8% | +378.0% | -306.2% | +44.1% |
| All | +71.8% | +362.8% | -291.0% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling