-14.3%
GME vs IOVA
+299.5%
-313.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +7.2% | +9.7% | -2.5% | +7.0% |
| 30D | +0.8% | +102.5% | -101.7% | -0.6% |
| 3M | -14.0% | +100.7% | -114.6% | -15.1% |
| 6M | -19.7% | +106.3% | -126.1% | -20.9% |
| YTD | -4.6% | +222.0% | -226.6% | -8.9% |
| 1Y | -14.3% | +299.5% | -313.9% | -17.5% |
| All | -14.3% | +299.5% | -313.9% | -17.5% |
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