+1,105.9%
GLW vs IOVA
-91.6%
+1,197.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.7% |
| 7D | +3.8% | +9.7% | -6.0% | +3.5% |
| 30D | -1.3% | +102.5% | -103.9% | -3.1% |
| 3M | -21.8% | +100.7% | -122.5% | -23.3% |
| 6M | +6.9% | +106.3% | -99.4% | +4.6% |
| YTD | +77.2% | +222.0% | -144.8% | +71.4% |
| 1Y | +123.2% | +299.5% | -176.3% | +114.6% |
| 3Y | +400.0% | +42.9% | +357.1% | +382.2% |
| 5Y | +342.8% | -65.0% | +407.8% | +332.2% |
| 10Y | +771.4% | +10.3% | +761.1% | +733.0% |
| All | +1,105.9% | -91.6% | +1,197.6% | +1,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling