+79.1%
GIS vs IOVA
-91.6%
+170.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -7.8% | +9.7% | -17.6% | -7.9% |
| 30D | +6.6% | +102.5% | -96.0% | +6.2% |
| 3M | +21.0% | +100.7% | -79.7% | +20.5% |
| 6M | -9.1% | +106.3% | -115.4% | -9.5% |
| YTD | -13.6% | +222.0% | -235.6% | -14.2% |
| 1Y | -18.0% | +299.5% | -317.6% | -18.7% |
| 3Y | -33.7% | +42.9% | -76.6% | -34.2% |
| 5Y | -19.4% | -65.0% | +45.5% | -19.9% |
| 10Y | -21.3% | +10.3% | -31.5% | -22.3% |
| All | +79.1% | -91.6% | +170.7% | +70.8% |
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