+53.0%
GH vs IOVA
-66.9%
+119.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.0% |
| 7D | -7.0% | +1.9% | -8.9% | -7.3% |
| 30D | -5.2% | -44.1% | +38.9% | +2.3% |
| 3M | -5.8% | +28.9% | -34.6% | -12.5% |
| 6M | +65.9% | +125.7% | -59.8% | +35.4% |
| YTD | +55.5% | +199.3% | -143.8% | +17.1% |
| 1Y | +64.2% | +255.2% | -191.0% | +18.8% |
| 3Y | +606.0% | +106.8% | +499.2% | +329.4% |
| All | +53.0% | -66.9% | +119.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling