+12.1%
GS vs IOVA
+255.8%
-243.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.5% |
| 7D | -3.2% | -5.2% | +2.0% | -3.1% |
| 30D | -2.4% | -37.8% | +35.4% | -1.6% |
| 3M | -15.7% | +29.5% | -45.2% | -16.9% |
| 6M | -6.8% | +96.6% | -103.3% | -10.3% |
| YTD | -0.1% | +194.5% | -194.6% | -5.3% |
| 1Y | +12.1% | +248.1% | -236.0% | +4.6% |
| All | +12.1% | +255.8% | -243.7% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling