+23.0%
GSK vs IOVA
+244.9%
-221.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.9% |
| 7D | -5.4% | -6.4% | +1.0% | -5.2% |
| 30D | -4.6% | +25.4% | -30.0% | -5.4% |
| 3M | -5.1% | +115.3% | -120.5% | -8.0% |
| 6M | -11.4% | +56.5% | -68.0% | -14.2% |
| YTD | +0.7% | +198.2% | -197.4% | -2.6% |
| 1Y | +23.0% | +242.0% | -219.0% | +18.8% |
| All | +23.0% | +244.9% | -221.9% | +18.8% |
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