+123.2%
GLW vs IOVA
+299.5%
-176.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.6% |
| 7D | +3.8% | +9.7% | -6.0% | +3.0% |
| 30D | -1.3% | +102.5% | -103.9% | -7.6% |
| 3M | -21.8% | +100.7% | -122.5% | -26.6% |
| 6M | +6.9% | +106.3% | -99.4% | -1.7% |
| YTD | +77.2% | +222.0% | -144.8% | +53.9% |
| 1Y | +123.2% | +299.5% | -176.3% | +90.9% |
| All | +123.2% | +299.5% | -176.3% | +90.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling