+25.7%
GPN vs IOVA
+3.8%
+21.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.1% |
| 7D | -3.5% | -6.4% | +2.9% | -2.9% |
| 30D | +3.1% | +25.4% | -22.3% | +0.6% |
| 3M | +42.3% | +115.3% | -73.1% | +29.8% |
| 6M | +20.9% | +56.5% | -35.7% | +12.9% |
| YTD | +15.2% | +198.2% | -182.9% | -0.4% |
| 1Y | +5.4% | +242.0% | -236.6% | -11.1% |
| 3Y | -27.4% | +36.8% | -64.2% | -39.3% |
| 5Y | -44.2% | -64.3% | +20.0% | -49.7% |
| All | +25.7% | +3.8% | +21.9% | -0.6% |
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