+205.0%
GLD vs IOVA
+34.0%
+171.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.9% |
| 7D | +4.7% | -5.2% | +9.9% | +4.8% |
| 30D | -0.9% | -37.8% | +36.9% | -0.3% |
| 3M | -4.4% | +29.5% | -33.9% | -5.0% |
| 6M | -13.6% | +96.6% | -110.1% | -14.8% |
| YTD | -6.0% | +194.5% | -200.5% | -8.0% |
| 1Y | +1.8% | +248.1% | -246.3% | -0.6% |
| 3Y | +103.2% | +86.1% | +17.1% | +98.3% |
| 5Y | +119.3% | -67.8% | +187.2% | +115.7% |
| All | +205.0% | +34.0% | +171.0% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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