-20.8%
GIS vs IOVA
+3.8%
-24.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -3.0% |
| 7D | -8.4% | -6.4% | -2.0% | -8.4% |
| 30D | -5.2% | +25.4% | -30.6% | -5.4% |
| 3M | +8.2% | +115.3% | -107.2% | +7.5% |
| 6M | -12.0% | +56.5% | -68.6% | -12.5% |
| YTD | -18.9% | +198.2% | -217.0% | -19.6% |
| 1Y | -23.6% | +242.0% | -265.6% | -24.5% |
| 3Y | -37.6% | +36.8% | -74.4% | -38.3% |
| 5Y | -25.2% | -64.3% | +39.1% | -25.9% |
| All | -20.8% | +3.8% | -24.7% | -21.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling