-61.5%
IOVA vs GFI
+524.1%
-585.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +5.8% |
| 7D | -2.2% | -4.9% | +2.7% | -1.4% |
| 30D | +27.6% | +10.7% | +16.9% | +25.8% |
| 3M | +117.2% | +25.6% | +91.5% | +109.5% |
| 6M | +77.7% | -8.3% | +85.9% | +78.0% |
| YTD | +215.0% | +6.3% | +208.7% | +209.0% |
| 1Y | +255.4% | +22.1% | +233.3% | +242.7% |
| 3Y | +42.6% | +289.2% | -246.6% | +19.0% |
| All | -61.5% | +524.1% | -585.6% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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