-54.5%
GTLB vs IOVA
-71.3%
+16.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +0.7% |
| 7D | -3.5% | -1.4% | -2.1% | -3.3% |
| 30D | -9.0% | -47.4% | +38.4% | -1.6% |
| 3M | +15.9% | +13.2% | +2.6% | +10.5% |
| 6M | +104.9% | +114.3% | -9.5% | +71.6% |
| YTD | +26.0% | +179.5% | -153.5% | -2.6% |
| 1Y | +1.8% | +200.4% | -198.6% | -22.9% |
| 3Y | +6.0% | +92.2% | -86.2% | -32.2% |
| 5Y | -62.2% | -63.8% | +1.6% | -67.6% |
| All | -54.5% | -71.3% | +16.8% | -60.0% |
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