+16.7%
IOVA vs GPC
+93.7%
-77.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.5% |
| 7D | +1.9% | +0.8% | +1.0% | +1.5% |
| 30D | -44.1% | -1.1% | -43.0% | -44.2% |
| 3M | +28.9% | -6.6% | +35.5% | +31.7% |
| 6M | +125.7% | +22.2% | +103.5% | +100.7% |
| YTD | +199.3% | +5.1% | +194.2% | +180.7% |
| 1Y | +255.2% | +2.8% | +252.4% | +236.1% |
| 3Y | +106.8% | +2.4% | +104.5% | +95.1% |
| 5Y | -67.1% | +7.8% | -74.8% | -70.5% |
| 10Y | +16.7% | +87.2% | -70.5% | -32.9% |
| All | +16.7% | +93.7% | -77.0% | -32.9% |
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