-92.2%
IOVA vs GWRE
+793.8%
-886.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | +2.0% |
| 7D | +5.1% | -25.6% | +30.6% | +15.8% |
| 30D | +37.2% | -12.2% | +49.4% | +40.7% |
| 3M | +117.5% | +17.7% | +99.8% | +94.3% |
| 6M | +69.6% | -11.3% | +80.9% | +64.1% |
| YTD | +218.7% | -25.5% | +244.2% | +231.3% |
| 1Y | +265.5% | -42.8% | +308.4% | +326.8% |
| 3Y | +46.2% | +59.0% | -12.8% | +5.1% |
| 5Y | -63.2% | +21.6% | -84.8% | -71.4% |
| 10Y | +6.1% | +139.2% | -133.1% | -33.6% |
| All | -92.2% | +793.8% | -886.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling