-54.5%
GTLB vs IOVA
-69.4%
+14.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.6% |
| 7D | -4.1% | -6.4% | +2.4% | -3.1% |
| 30D | +12.3% | +25.4% | -13.1% | +8.2% |
| 3M | +65.9% | +115.3% | -49.4% | +43.6% |
| 6M | +104.0% | +56.5% | +47.4% | +82.6% |
| YTD | +26.0% | +198.2% | -172.1% | -1.1% |
| 1Y | -3.5% | +242.0% | -245.5% | -27.5% |
| 3Y | -9.6% | +36.8% | -46.5% | -35.4% |
| All | -54.5% | -69.4% | +14.9% | -59.4% |
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