+819.8%
GS vs IOVA
-91.6%
+911.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +0.9% | +9.7% | -8.8% | +0.7% |
| 30D | -1.6% | +102.5% | -104.1% | -3.2% |
| 3M | -4.5% | +100.7% | -105.2% | -6.2% |
| 6M | +20.9% | +106.3% | -85.5% | +18.5% |
| YTD | +19.9% | +222.0% | -202.1% | +16.2% |
| 1Y | +41.4% | +299.5% | -258.1% | +36.2% |
| 3Y | +239.2% | +42.9% | +196.2% | +228.1% |
| 5Y | +185.0% | -65.0% | +250.0% | +178.8% |
| 10Y | +655.0% | +10.3% | +644.7% | +624.1% |
| All | +819.8% | -91.6% | +911.4% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling