+240.9%
IOVA vs GAP
-5.7%
+246.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.1% |
| 7D | -8.5% | -0.1% | -8.4% | -8.3% |
| 30D | -44.7% | -5.4% | -39.3% | -44.5% |
| 3M | +26.2% | +2.9% | +23.4% | +27.7% |
| 6M | +123.2% | -4.4% | +127.6% | +126.4% |
| YTD | +196.0% | -11.6% | +207.6% | +198.4% |
| 1Y | +240.9% | -6.0% | +247.0% | +241.4% |
| All | +240.9% | -5.7% | +246.6% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling