+246.5%
GM vs IOVA
-91.6%
+338.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | +1.9% | +9.7% | -7.8% | +1.7% |
| 30D | -1.4% | +102.5% | -103.9% | -3.6% |
| 3M | +5.9% | +100.7% | -94.8% | +3.3% |
| 6M | +12.4% | +106.3% | -93.9% | +9.3% |
| YTD | +8.6% | +222.0% | -213.3% | +4.1% |
| 1Y | +52.6% | +299.5% | -246.9% | +44.9% |
| 3Y | +169.7% | +42.9% | +126.7% | +157.5% |
| 5Y | +87.5% | -65.0% | +152.5% | +82.2% |
| 10Y | +233.0% | +10.3% | +222.7% | +214.3% |
| All | +246.5% | -91.6% | +338.1% | +194.9% |
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