+47.1%
GM vs IOVA
+259.8%
-212.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.2% | -0.7% |
| 7D | -2.4% | -2.2% | -0.3% | -2.4% |
| 30D | -1.1% | +27.6% | -28.7% | -1.6% |
| 3M | +6.1% | +117.2% | -111.1% | +3.7% |
| 6M | +15.0% | +77.7% | -62.7% | +12.4% |
| YTD | +6.0% | +215.0% | -209.0% | +2.1% |
| 1Y | +47.1% | +255.4% | -208.3% | +42.0% |
| All | +47.1% | +259.8% | -212.7% | +42.0% |
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