+51.6%
IOVA vs GAP
+118.2%
-66.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +9.7% | -4.5% | +14.2% | +11.0% |
| 30D | +102.5% | +9.0% | +93.5% | +96.1% |
| 3M | +100.7% | +5.0% | +95.7% | +95.8% |
| 6M | +106.3% | -17.8% | +124.1% | +113.9% |
| YTD | +222.0% | -10.4% | +232.4% | +222.1% |
| 1Y | +299.5% | -3.4% | +302.9% | +284.7% |
| All | +51.6% | +118.2% | -66.7% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling