+6.1%
IOVA vs GPC
+79.8%
-73.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.4% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +37.2% | -0.4% | +37.6% | +37.2% |
| 3M | +117.5% | +39.2% | +78.3% | +83.0% |
| 6M | +69.6% | +18.2% | +51.4% | +54.6% |
| YTD | +218.7% | +12.1% | +206.6% | +192.4% |
| 1Y | +265.5% | -0.7% | +266.2% | +256.8% |
| 3Y | +46.2% | -1.7% | +47.9% | +40.5% |
| 5Y | -63.2% | +29.3% | -92.5% | -69.5% |
| 10Y | +6.1% | +80.7% | -74.6% | -35.8% |
| All | +6.1% | +79.8% | -73.7% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling