+435.3%
GNRC vs IOVA
+9.7%
+425.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.7% | +2.3% |
| 7D | -0.2% | -2.2% | +2.0% | +0.1% |
| 30D | -15.7% | +27.6% | -43.3% | -18.4% |
| 3M | -27.3% | +117.2% | -144.5% | -35.2% |
| 6M | -12.1% | +77.7% | -89.7% | -20.3% |
| YTD | +37.1% | +215.0% | -177.9% | +13.9% |
| 1Y | -0.5% | +255.4% | -255.8% | -19.7% |
| 3Y | +61.5% | +42.6% | +18.9% | +28.0% |
| 5Y | -58.6% | -62.2% | +3.7% | -63.6% |
| All | +435.3% | +9.7% | +425.6% | +310.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling