+724.7%
GME vs IOVA
-92.3%
+817.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +4.8% | -8.5% | +13.3% | +5.0% |
| 30D | -4.3% | -44.7% | +40.5% | -3.2% |
| 3M | +35.3% | +26.2% | +9.1% | +34.0% |
| 6M | +4.7% | +123.2% | -118.5% | +1.9% |
| YTD | +26.6% | +196.0% | -169.3% | +22.0% |
| 1Y | +18.3% | +240.9% | -222.6% | +13.5% |
| 3Y | +102.8% | +103.5% | -0.7% | +93.8% |
| 5Y | -48.9% | -65.5% | +16.5% | -50.3% |
| 10Y | +480.5% | +7.0% | +473.4% | +460.6% |
| All | +724.7% | -92.3% | +817.0% | +756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling