+339.2%
GLW vs IOVA
+99.0%
+240.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.4% |
| 7D | +7.7% | -3.5% | +11.2% | +8.0% |
| 30D | -18.8% | -45.4% | +26.6% | -15.9% |
| 3M | -27.7% | +19.0% | -46.8% | -29.4% |
| 6M | -44.4% | +112.0% | -156.5% | -48.3% |
| YTD | +31.3% | +184.2% | -153.0% | +18.4% |
| 1Y | +40.0% | +222.0% | -181.9% | +25.0% |
| 3Y | +339.2% | +92.6% | +246.7% | +274.1% |
| All | +339.2% | +99.0% | +240.3% | +274.1% |
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