+307.7%
GLW vs IOVA
+85.3%
+222.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.9% | -1.3% | +2.3% |
| 7D | -13.9% | -5.2% | -8.7% | -13.6% |
| 30D | -35.0% | -37.8% | +2.8% | -33.3% |
| 3M | -32.4% | +29.5% | -61.8% | -34.2% |
| 6M | -41.3% | +96.6% | -137.9% | -45.2% |
| YTD | +21.8% | +194.5% | -172.7% | +9.5% |
| 1Y | +21.8% | +248.1% | -226.2% | +8.1% |
| 3Y | +307.7% | +86.1% | +221.6% | +244.5% |
| All | +307.7% | +85.3% | +222.4% | +244.5% |
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