+208.4%
GLD vs IOVA
+12.2%
+196.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.7% |
| 7D | +2.8% | -8.5% | +11.3% | +2.9% |
| 30D | -4.0% | -44.7% | +40.8% | -3.2% |
| 3M | -8.2% | +26.2% | -34.5% | -8.8% |
| 6M | -14.8% | +123.2% | -138.1% | -16.2% |
| YTD | -6.8% | +196.0% | -202.8% | -8.8% |
| 1Y | -2.4% | +240.9% | -243.3% | -4.7% |
| 3Y | +105.8% | +103.5% | +2.2% | +100.6% |
| 5Y | +113.3% | -65.5% | +178.8% | +109.6% |
| 10Y | +208.4% | +7.0% | +201.4% | +205.0% |
| All | +208.4% | +12.2% | +196.2% | +205.0% |
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