-12.1%
GTLB vs IOVA
+41.0%
-53.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.5% |
| 7D | -6.6% | -2.2% | -4.4% | -6.4% |
| 30D | +13.7% | +31.7% | -18.0% | +11.0% |
| 3M | +52.9% | +117.3% | -64.4% | +41.1% |
| 6M | +88.5% | +55.8% | +32.7% | +78.1% |
| YTD | +23.4% | +208.8% | -185.3% | +6.8% |
| 1Y | -3.8% | +255.7% | -259.5% | -18.9% |
| All | -12.1% | +41.0% | -53.1% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling