+183.2%
GRMN vs IOVA
+50.0%
+133.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.2% | +5.1% | -4.9% | -0.2% |
| 30D | -11.3% | +37.2% | -48.5% | -13.5% |
| 3M | +17.7% | +117.5% | -99.8% | +9.7% |
| 6M | +14.2% | +69.6% | -55.4% | +7.7% |
| YTD | +37.0% | +218.7% | -181.7% | +21.6% |
| 1Y | +17.0% | +265.5% | -248.6% | +1.8% |
| 3Y | +183.2% | +46.2% | +137.0% | +151.8% |
| All | +183.2% | +50.0% | +133.2% | +151.8% |
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