+377.4%
GH vs IOVA
+50.0%
+327.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -2.1% | +5.1% | -7.2% | -2.6% |
| 30D | -4.5% | +37.2% | -41.7% | -7.7% |
| 3M | +28.9% | +117.5% | -88.6% | +16.5% |
| 6M | +76.5% | +69.6% | +6.9% | +62.9% |
| YTD | +57.6% | +218.7% | -161.1% | +33.7% |
| 1Y | +167.5% | +265.5% | -98.0% | +120.9% |
| 3Y | +377.4% | +46.2% | +331.2% | +224.7% |
| All | +377.4% | +50.0% | +327.4% | +224.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling