+14.5%
GS vs IOVA
+235.3%
-220.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.5% |
| 7D | +1.6% | -8.5% | +10.1% | +1.8% |
| 30D | +1.7% | -44.7% | +46.4% | +2.6% |
| 3M | -11.6% | +26.2% | -37.8% | -12.6% |
| 6M | -1.9% | +123.2% | -125.1% | -5.9% |
| YTD | +5.1% | +196.0% | -190.9% | +0.1% |
| All | +14.5% | +235.3% | -220.7% | +10.0% |
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 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