+222.5%
GWW vs IOVA
-63.3%
+285.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 3M | +12.9% | +19.0% | -6.1% | +11.7% |
| 6M | +19.3% | +112.0% | -92.7% | +15.9% |
| YTD | +48.7% | +184.2% | -135.5% | +42.4% |
| 1Y | +60.5% | +222.0% | -161.5% | +52.9% |
| 3Y | +93.3% | +92.6% | +0.7% | +83.1% |
| All | +222.5% | -63.3% | +285.8% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling