+56.9%
GNRC vs IOVA
+36.1%
+20.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -2.4% |
| 7D | -0.7% | -6.4% | +5.7% | -0.3% |
| 30D | -15.8% | +25.4% | -41.3% | -17.2% |
| 3M | -24.0% | +115.3% | -139.4% | -28.6% |
| 6M | -13.8% | +56.5% | -70.3% | -17.6% |
| YTD | +33.2% | +198.2% | -165.0% | +20.4% |
| 1Y | -1.8% | +242.0% | -243.8% | -12.8% |
| All | +56.9% | +36.1% | +20.8% | +29.1% |
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