-28.2%
GPN vs IOVA
+41.0%
-69.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.5% |
| 7D | -6.2% | -2.2% | -4.0% | -6.1% |
| 30D | +1.0% | +31.7% | -30.7% | -1.1% |
| 3M | +36.9% | +117.3% | -80.4% | +27.7% |
| 6M | +16.8% | +55.8% | -39.0% | +11.1% |
| YTD | +13.2% | +208.8% | -195.6% | +1.1% |
| 1Y | +1.4% | +255.7% | -254.3% | -11.2% |
| All | -28.2% | +41.0% | -69.2% | -41.3% |
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 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