+542.4%
GLW vs IOVA
+28.7%
+513.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.6% | +9.1% |
| 7D | -5.9% | +1.9% | -7.8% | -6.0% |
| 30D | -26.0% | -44.1% | +18.1% | -22.8% |
| 3M | -29.9% | +28.9% | -58.7% | -32.4% |
| 6M | -37.8% | +125.7% | -163.5% | -43.5% |
| YTD | +33.1% | +199.3% | -166.1% | +16.4% |
| 1Y | +36.8% | +255.2% | -218.4% | +17.5% |
| 3Y | +356.1% | +106.8% | +249.3% | +274.9% |
| 5Y | +243.8% | -67.1% | +310.9% | +214.9% |
| 10Y | +542.4% | +16.7% | +525.7% | +394.9% |
| All | +542.4% | +28.7% | +513.7% | +394.9% |
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 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