+401.3%
GH vs IOVA
-24.6%
+425.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -0.1% | +9.7% | -9.8% | -1.9% |
| 30D | -1.1% | +102.5% | -103.6% | -15.8% |
| 3M | +21.3% | +100.7% | -79.4% | +1.8% |
| 6M | +73.5% | +106.3% | -32.8% | +42.3% |
| YTD | +58.0% | +222.0% | -163.9% | +16.0% |
| 1Y | +163.1% | +299.5% | -136.5% | +79.5% |
| 3Y | +361.0% | +42.9% | +318.1% | +210.0% |
| 5Y | +22.5% | -65.0% | +87.5% | +4.3% |
| All | +401.3% | -24.6% | +425.9% | +190.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling