+438.8%
GS vs IOVA
+0.8%
+438.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +5.9% | -3.5% | +9.3% | +6.1% |
| 30D | +4.3% | -45.4% | +49.7% | +8.1% |
| 3M | -11.7% | +19.0% | -30.7% | -14.2% |
| 6M | -3.2% | +112.0% | -115.2% | -11.3% |
| YTD | +5.8% | +184.2% | -178.4% | -6.5% |
| 1Y | +16.0% | +222.0% | -206.0% | +1.2% |
| 3Y | +199.8% | +92.6% | +107.2% | +152.8% |
| 5Y | +155.5% | -63.2% | +218.7% | +133.0% |
| All | +438.8% | +0.8% | +438.1% | +339.1% |
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 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