+20.9%
GNRC vs IOVA
+362.8%
-341.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.5% | -8.1% | -9.5% |
| 7D | -6.0% | -41.3% | +35.3% | -5.5% |
| 30D | -12.0% | -38.5% | +26.5% | -11.6% |
| 3M | -13.4% | +99.5% | -112.9% | -13.1% |
| 6M | -26.4% | +126.0% | -152.3% | -26.3% |
| YTD | +38.8% | +218.7% | -179.9% | +41.5% |
| 1Y | +20.9% | +378.0% | -357.1% | +26.9% |
| All | +20.9% | +362.8% | -341.9% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling