+635.8%
GH vs IOVA
+105.3%
+530.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.1% |
| 7D | -7.0% | +1.9% | -8.9% | -7.1% |
| 30D | -5.2% | -44.1% | +38.9% | -0.8% |
| 3M | -5.8% | +28.9% | -34.6% | -9.6% |
| 6M | +65.9% | +125.7% | -59.8% | +47.7% |
| YTD | +55.5% | +199.3% | -143.8% | +32.1% |
| 1Y | +64.2% | +255.2% | -191.0% | +36.4% |
| All | +635.8% | +105.3% | +530.5% | +352.6% |
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