+2,038.3%
GNRC vs IOVA
-91.7%
+2,130.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.6% |
| 7D | +4.8% | +5.1% | -0.2% | +4.7% |
| 30D | -10.4% | +37.2% | -47.6% | -11.2% |
| 3M | -28.5% | +117.5% | -146.0% | -30.3% |
| 6M | -6.8% | +69.6% | -76.4% | -8.8% |
| YTD | +39.5% | +218.7% | -179.2% | +33.7% |
| 1Y | +3.4% | +265.5% | -262.2% | -1.5% |
| 3Y | +65.1% | +46.2% | +18.9% | +57.6% |
| 5Y | -57.1% | -63.2% | +6.2% | -58.3% |
| 10Y | +432.5% | +6.1% | +426.4% | +409.1% |
| All | +2,038.3% | -91.7% | +2,130.0% | +1,972.1% |
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 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