+457.2%
GS vs IOVA
+12.2%
+445.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +1.6% | -8.5% | +10.1% | +2.2% |
| 30D | +1.7% | -44.7% | +46.4% | +5.3% |
| 3M | -11.6% | +26.2% | -37.8% | -14.5% |
| 6M | -1.9% | +123.2% | -125.1% | -10.4% |
| YTD | +5.1% | +196.0% | -190.9% | -7.4% |
| 1Y | +16.4% | +240.9% | -224.5% | +1.1% |
| 3Y | +199.0% | +103.5% | +95.4% | +151.1% |
| 5Y | +157.4% | -65.5% | +222.9% | +136.4% |
| 10Y | +457.2% | +7.0% | +450.2% | +354.0% |
| All | +457.2% | +12.2% | +445.0% | +354.0% |
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