+378.0%
IOVA vs GGLL
-11.6%
+389.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -3.4% |
| 7D | -41.3% | -23.1% | -18.1% | -35.1% |
| 30D | -38.5% | -32.9% | -5.6% | -31.2% |
| 3M | +99.5% | -44.9% | +144.4% | +126.8% |
| 6M | +126.0% | -49.5% | +175.5% | +163.2% |
| YTD | +218.7% | -28.9% | +247.6% | +238.0% |
| 1Y | +378.0% | -12.2% | +390.2% | +356.8% |
| All | +378.0% | -11.6% | +389.6% | +356.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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