+46.6%
GPN vs IOVA
+0.8%
+45.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.1% |
| 7D | -5.6% | -3.5% | -2.2% | -5.3% |
| 30D | +13.6% | -45.4% | +59.0% | +18.5% |
| 3M | -2.8% | +19.0% | -21.8% | -6.8% |
| 6M | +38.1% | +112.0% | -74.0% | +23.1% |
| YTD | +19.9% | +184.2% | -164.3% | +1.9% |
| 1Y | +23.4% | +222.0% | -198.6% | +3.1% |
| 3Y | -12.6% | +92.6% | -105.2% | -30.8% |
| 5Y | -26.6% | -63.2% | +36.6% | -35.4% |
| All | +46.6% | +0.8% | +45.8% | +9.4% |
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