+4.1%
IOVA vs GWRE
+131.0%
-126.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.4% |
| 7D | -2.2% | -13.2% | +11.1% | +4.2% |
| 30D | +27.6% | -18.6% | +46.2% | +36.0% |
| 3M | +117.2% | +18.9% | +98.3% | +86.6% |
| 6M | +77.7% | -11.0% | +88.6% | +68.4% |
| YTD | +215.0% | -29.9% | +244.9% | +239.8% |
| 1Y | +255.4% | -44.3% | +299.7% | +337.6% |
| 3Y | +42.6% | +51.7% | -9.1% | -10.1% |
| 5Y | -62.2% | +15.4% | -77.7% | -72.9% |
| All | +4.1% | +131.0% | -126.9% | -54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling