+521.3%
GME vs IOVA
-91.6%
+613.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +7.2% | +9.7% | -2.5% | +7.0% |
| 30D | +0.8% | +102.5% | -101.7% | -1.1% |
| 3M | -14.0% | +100.7% | -114.6% | -15.7% |
| 6M | -19.7% | +106.3% | -126.1% | -21.6% |
| YTD | -4.6% | +222.0% | -226.6% | -7.9% |
| 1Y | -14.3% | +299.5% | -313.9% | -18.0% |
| 3Y | +4.0% | +42.9% | -38.9% | +0.3% |
| 5Y | -62.2% | -65.0% | +2.8% | -63.1% |
| 10Y | +241.4% | +10.3% | +231.1% | +230.3% |
| All | +521.3% | -91.6% | +613.0% | +546.9% |
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