+93.3%
GWW vs IOVA
+99.0%
-5.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | +3.6% | -3.5% | +7.0% | +3.6% |
| 30D | +12.1% | -45.4% | +57.5% | +13.0% |
| 3M | +12.9% | +19.0% | -6.1% | +11.6% |
| 6M | +19.3% | +112.0% | -92.7% | +15.7% |
| YTD | +48.7% | +184.2% | -135.5% | +41.8% |
| 1Y | +60.5% | +222.0% | -161.5% | +52.2% |
| 3Y | +93.3% | +92.6% | +0.7% | +78.3% |
| All | +93.3% | +99.0% | -5.7% | +78.3% |
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