+39.4%
GM vs IOVA
+362.8%
-323.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.6% |
| 7D | +12.1% | -41.3% | +53.3% | +11.9% |
| 30D | +15.2% | -38.5% | +53.7% | +15.0% |
| 3M | +4.9% | +99.5% | -94.7% | +2.3% |
| 6M | +22.6% | +126.0% | -103.4% | +18.2% |
| YTD | +14.4% | +218.7% | -204.3% | +9.2% |
| 1Y | +39.4% | +378.0% | -338.6% | +33.2% |
| All | +39.4% | +362.8% | -323.4% | +33.2% |
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