+204.3%
GLD vs IOVA
-91.6%
+295.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.8% |
| 7D | -0.5% | +9.7% | -10.3% | -0.6% |
| 30D | +4.4% | +102.5% | -98.1% | +4.0% |
| 3M | -1.1% | +100.7% | -101.8% | -1.4% |
| 6M | -13.8% | +106.3% | -120.1% | -14.1% |
| YTD | +2.6% | +222.0% | -219.3% | +2.0% |
| 1Y | +24.5% | +299.5% | -275.0% | +23.6% |
| 3Y | +125.8% | +42.9% | +82.9% | +124.4% |
| 5Y | +137.8% | -65.0% | +202.8% | +136.6% |
| 10Y | +221.4% | +10.3% | +211.1% | +218.9% |
| All | +204.3% | -91.6% | +295.9% | +197.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling