+299.5%
IOVA vs GWRE
-25.4%
+324.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -19.9% | +21.0% | +3.4% |
| 7D | +9.7% | -21.1% | +30.8% | +12.5% |
| 30D | +102.5% | +1.3% | +101.2% | +99.0% |
| 3M | +100.7% | +7.4% | +93.2% | +92.9% |
| 6M | +106.3% | +5.6% | +100.7% | +101.6% |
| YTD | +222.0% | -19.2% | +241.2% | +262.2% |
| 1Y | +299.5% | -25.1% | +324.7% | +372.0% |
| All | +299.5% | -25.4% | +324.9% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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