+76.6%
GM vs IOVA
-65.3%
+141.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.1% |
| 7D | -1.1% | -2.2% | +1.1% | -0.9% |
| 30D | -4.6% | +31.7% | -36.3% | -6.8% |
| 3M | +0.2% | +117.3% | -117.1% | -7.2% |
| 6M | +12.6% | +55.8% | -43.2% | +6.5% |
| YTD | +3.7% | +208.8% | -205.1% | -8.4% |
| 1Y | +45.6% | +255.7% | -210.1% | +25.9% |
| 3Y | +162.0% | +41.7% | +120.3% | +125.0% |
| All | +76.6% | -65.3% | +141.8% | +61.8% |
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