+81.9%
GSK vs IOVA
+4.5%
+77.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -3.5% |
| 30D | -5.9% | +31.7% | -37.6% | -7.2% |
| 3M | -4.3% | +117.3% | -121.5% | -8.1% |
| 6M | -10.8% | +55.8% | -66.6% | -13.5% |
| YTD | +1.8% | +208.8% | -207.0% | -4.5% |
| 1Y | +23.5% | +255.7% | -232.2% | +14.6% |
| 3Y | +49.5% | +41.7% | +7.9% | +38.3% |
| 5Y | +49.7% | -64.9% | +114.6% | +42.7% |
| 10Y | +81.9% | +6.3% | +75.6% | +70.7% |
| All | +81.9% | +4.5% | +77.5% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling