+471.4%
GME vs IOVA
+7.2%
+464.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +1.6% | -7.0% | +8.6% | +2.4% |
| 30D | -6.2% | -44.4% | +38.3% | -1.2% |
| 3M | +35.8% | +24.7% | +11.1% | +29.1% |
| 6M | +10.3% | +118.6% | -108.4% | -4.0% |
| YTD | +27.2% | +196.3% | -169.1% | +4.3% |
| 1Y | +19.1% | +205.3% | -186.2% | -3.1% |
| 3Y | +103.7% | +103.8% | 0.0% | +53.9% |
| 5Y | -50.0% | -65.6% | +15.6% | -56.0% |
| 10Y | +471.4% | +6.4% | +465.0% | +340.4% |
| All | +471.4% | +7.2% | +464.3% | +340.4% |
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