+102.8%
GME vs IOVA
+103.0%
-0.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +4.8% | -8.5% | +13.3% | +5.3% |
| 30D | -4.3% | -44.7% | +40.5% | -1.4% |
| 3M | +35.3% | +26.2% | +9.1% | +31.3% |
| 6M | +4.7% | +123.2% | -118.5% | -3.7% |
| YTD | +26.6% | +196.0% | -169.3% | +12.0% |
| 1Y | +18.3% | +240.9% | -222.6% | +3.0% |
| 3Y | +102.8% | +103.5% | -0.7% | +33.7% |
| All | +102.8% | +103.0% | -0.2% | +33.7% |
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