+132.0%
GLW vs IOVA
+250.8%
-118.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.6% | +7.6% |
| 7D | +14.0% | +5.1% | +8.9% | +13.6% |
| 30D | +0.4% | +37.2% | -36.9% | -2.4% |
| 3M | -11.3% | +117.5% | -128.8% | -17.6% |
| 6M | +35.1% | +69.6% | -34.5% | +26.6% |
| YTD | +90.5% | +218.7% | -128.1% | +65.5% |
| 1Y | +132.0% | +265.5% | -133.5% | +98.8% |
| All | +132.0% | +250.8% | -118.8% | +98.8% |
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 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