-92.1%
IOVA vs GFI
+384.5%
-476.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +5.1% | +5.7% | -0.6% | +4.3% |
| 30D | +37.2% | +15.6% | +21.6% | +34.7% |
| 3M | +117.5% | +31.5% | +86.0% | +109.5% |
| 6M | +69.6% | -3.7% | +73.3% | +69.3% |
| YTD | +218.7% | +11.2% | +207.4% | +211.4% |
| 1Y | +265.5% | +36.4% | +229.2% | +247.4% |
| 3Y | +46.2% | +313.5% | -267.3% | +18.9% |
| 5Y | -63.2% | +528.0% | -591.3% | -72.6% |
| 10Y | +6.1% | +1,021.4% | -1,015.3% | -30.7% |
| All | -92.1% | +384.5% | -476.6% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling