+30.4%
GSK vs IOVA
+299.5%
-269.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -1.8% | +9.7% | -11.6% | -2.2% |
| 30D | -2.2% | +102.5% | -104.7% | -5.0% |
| 3M | -1.8% | +100.7% | -102.5% | -4.9% |
| 6M | -10.6% | +106.3% | -116.9% | -13.8% |
| YTD | +4.4% | +222.0% | -217.6% | +0.1% |
| 1Y | +30.4% | +299.5% | -269.1% | +23.9% |
| All | +30.4% | +299.5% | -269.1% | +23.9% |
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 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