+380.7%
GH vs IOVA
-30.6%
+411.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -8.2% | -7.0% | -1.2% | -6.9% |
| 30D | -4.9% | -44.4% | +39.5% | +4.0% |
| 3M | -6.2% | +24.7% | -30.9% | -13.6% |
| 6M | +60.0% | +118.6% | -58.6% | +27.1% |
| YTD | +51.5% | +196.3% | -144.8% | +9.2% |
| 1Y | +58.4% | +205.3% | -146.9% | +12.6% |
| 3Y | +617.2% | +103.8% | +513.5% | +327.8% |
| 5Y | +47.0% | -65.6% | +112.6% | +21.6% |
| All | +380.7% | -30.6% | +411.3% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling