-59.7%
GNRC vs IOVA
-66.4%
+6.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -2.2% |
| 7D | -0.7% | -6.4% | +5.7% | 0.0% |
| 30D | -15.8% | +25.4% | -41.3% | -18.2% |
| 3M | -24.0% | +115.3% | -139.4% | -31.7% |
| 6M | -13.8% | +56.5% | -70.3% | -20.3% |
| YTD | +33.2% | +198.2% | -165.0% | +12.2% |
| 1Y | -1.8% | +242.0% | -243.8% | -19.7% |
| 3Y | +57.7% | +36.8% | +20.9% | +23.7% |
| 5Y | -59.7% | -64.3% | +4.5% | -65.3% |
| All | -59.7% | -66.4% | +6.7% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling