-34.6%
GIS vs IOVA
+50.0%
-84.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.6% |
| 7D | -8.3% | +5.1% | -13.3% | -8.4% |
| 30D | +2.2% | +37.2% | -35.1% | +1.6% |
| 3M | +15.7% | +117.5% | -101.8% | +13.9% |
| 6M | -12.0% | +69.6% | -81.6% | -13.1% |
| YTD | -15.0% | +218.7% | -233.7% | -17.0% |
| 1Y | -20.1% | +265.5% | -285.7% | -22.4% |
| 3Y | -34.6% | +46.2% | -80.8% | -37.3% |
| All | -34.6% | +50.0% | -84.6% | -37.3% |
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