+6.7%
GME vs IOVA
+50.0%
-43.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | +0.4% | +5.1% | -4.6% | +0.1% |
| 30D | -1.4% | +37.2% | -38.6% | -3.6% |
| 3M | -15.1% | +117.5% | -132.6% | -20.5% |
| 6M | -22.5% | +69.6% | -92.1% | -26.4% |
| YTD | -5.9% | +218.7% | -224.6% | -16.1% |
| 1Y | -18.6% | +265.5% | -284.2% | -28.9% |
| 3Y | +6.7% | +46.2% | -39.6% | -18.7% |
| All | +6.7% | +50.0% | -43.3% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling