+102.3%
GLD vs IOVA
+107.4%
-5.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.0% | -7.0% | +5.0% | -1.8% |
| 30D | -4.4% | -44.4% | +40.0% | -3.1% |
| 3M | -8.9% | +24.7% | -33.6% | -9.8% |
| 6M | -16.0% | +118.6% | -134.6% | -18.3% |
| YTD | -7.9% | +196.3% | -204.2% | -11.3% |
| 1Y | -3.9% | +205.3% | -209.2% | -7.6% |
| All | +102.3% | +107.4% | -5.1% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling