+265.3%
GME vs IOVA
+4.5%
+260.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +5.6% |
| 7D | +4.8% | -2.2% | +7.1% | +5.1% |
| 30D | +5.9% | +31.7% | -25.9% | +2.2% |
| 3M | -10.7% | +117.3% | -128.0% | -20.2% |
| 6M | -19.8% | +55.8% | -75.6% | -26.3% |
| YTD | -0.9% | +208.8% | -209.7% | -17.5% |
| 1Y | -15.7% | +255.7% | -271.4% | -32.0% |
| 3Y | +12.3% | +41.7% | -29.4% | -9.7% |
| 5Y | -60.1% | -64.9% | +4.8% | -64.3% |
| 10Y | +265.3% | +6.3% | +259.0% | +172.4% |
| All | +265.3% | +4.5% | +260.9% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling