-18.4%
GIS vs IOVA
+7.5%
-25.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.6% |
| 7D | -8.6% | -2.2% | -6.4% | -8.6% |
| 30D | -0.5% | +31.7% | -32.2% | -0.7% |
| 3M | +11.9% | +117.3% | -105.4% | +11.2% |
| 6M | -11.6% | +55.8% | -67.4% | -12.0% |
| YTD | -16.3% | +208.8% | -225.1% | -17.1% |
| 1Y | -21.8% | +255.7% | -277.4% | -22.6% |
| 3Y | -35.7% | +41.7% | -77.3% | -36.4% |
| 5Y | -22.9% | -64.9% | +42.0% | -23.6% |
| All | -18.4% | +7.5% | -25.9% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling