+185.8%
GS vs IOVA
+85.3%
+100.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.6% |
| 7D | -3.2% | -5.2% | +2.0% | -3.0% |
| 30D | -2.4% | -37.8% | +35.4% | -0.5% |
| 3M | -15.7% | +29.5% | -45.2% | -18.2% |
| 6M | -6.8% | +96.6% | -103.3% | -12.9% |
| YTD | -0.1% | +194.5% | -194.6% | -10.2% |
| 1Y | +12.1% | +248.1% | -236.0% | -0.8% |
| 3Y | +185.8% | +86.1% | +99.7% | +141.4% |
| All | +185.8% | +85.3% | +100.5% | +141.4% |
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