+141.0%
GS vs IOVA
-67.8%
+208.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.0% | +4.7% | -5.7% |
| 7D | -6.3% | -19.0% | +12.7% | -5.3% |
| 30D | -3.1% | -40.3% | +37.1% | -1.0% |
| 3M | -17.7% | +78.3% | -96.0% | -22.0% |
| 6M | -4.6% | +94.5% | -99.0% | -10.6% |
| YTD | +0.3% | +183.5% | -183.2% | -9.2% |
| 1Y | +11.7% | +327.6% | -315.9% | -2.0% |
| 3Y | +183.6% | +83.8% | +99.7% | +150.7% |
| 5Y | +141.0% | -69.0% | +210.0% | +123.9% |
| All | +141.0% | -67.8% | +208.7% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling