+342.1%
GLW vs IOVA
-64.9%
+407.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.6% |
| 7D | +3.8% | +9.7% | -6.0% | +3.1% |
| 30D | -1.3% | +102.5% | -103.9% | -6.3% |
| 3M | -21.8% | +100.7% | -122.5% | -26.0% |
| 6M | +6.9% | +106.3% | -99.4% | +0.3% |
| YTD | +77.2% | +222.0% | -144.8% | +60.8% |
| 1Y | +123.2% | +299.5% | -176.3% | +98.9% |
| 3Y | +400.0% | +42.9% | +357.1% | +346.8% |
| All | +342.1% | -64.9% | +407.0% | +305.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling