-3.5%
GTLB vs IOVA
+244.9%
-248.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.2% |
| 7D | -4.1% | -6.4% | +2.4% | -3.9% |
| 30D | +12.3% | +25.4% | -13.1% | +11.8% |
| 3M | +65.9% | +115.3% | -49.4% | +62.0% |
| 6M | +104.0% | +56.5% | +47.4% | +104.0% |
| YTD | +26.0% | +198.2% | -172.1% | +14.6% |
| 1Y | -3.5% | +242.0% | -245.5% | -12.1% |
| All | -3.5% | +244.9% | -248.4% | -12.1% |
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