-54.1%
GTLB vs IOVA
-70.8%
+16.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.8% | +0.7% |
| 7D | -0.7% | -3.5% | +2.7% | -0.3% |
| 30D | -10.2% | -45.4% | +35.2% | -3.4% |
| 3M | +10.1% | +19.0% | -8.9% | +4.3% |
| 6M | +116.5% | +112.0% | +4.4% | +81.8% |
| YTD | +27.2% | +184.2% | -157.1% | -2.0% |
| 1Y | +8.6% | +222.0% | -213.4% | -18.7% |
| 3Y | +5.6% | +92.6% | -87.0% | -32.3% |
| 5Y | -61.8% | -63.2% | +1.4% | -67.3% |
| All | -54.1% | -70.8% | +16.8% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling