-92.0%
IOVA vs GPC
+376.8%
-468.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +9.7% | +1.2% | +8.5% | +9.1% |
| 30D | +102.5% | +6.0% | +96.6% | +97.3% |
| 3M | +100.7% | +42.6% | +58.1% | +68.9% |
| 6M | +106.3% | +22.8% | +83.6% | +86.1% |
| YTD | +222.0% | +15.5% | +206.5% | +193.5% |
| 1Y | +299.5% | +2.0% | +297.5% | +286.1% |
| 3Y | +42.9% | -1.4% | +44.4% | +38.0% |
| 5Y | -65.0% | +30.6% | -95.6% | -70.5% |
| 10Y | +10.3% | +80.6% | -70.3% | -26.4% |
| All | -92.0% | +376.8% | -468.8% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling