-52.0%
GTLB vs IOVA
-66.9%
+14.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.9% |
| 7D | +11.1% | +9.7% | +1.3% | +9.6% |
| 30D | +37.8% | +102.5% | -64.7% | +22.0% |
| 3M | +61.6% | +100.7% | -39.1% | +41.6% |
| 6M | +98.9% | +106.3% | -7.4% | +69.6% |
| YTD | +32.8% | +222.0% | -189.2% | +3.1% |
| 1Y | +14.7% | +299.5% | -284.9% | -16.1% |
| 3Y | +1.3% | +42.9% | -41.6% | -27.8% |
| All | -52.0% | -66.9% | +14.9% | -57.7% |
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