+218.0%
IAU vs IOVA
+3.8%
+214.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.7% |
| 7D | -3.4% | -6.4% | +3.1% | -3.3% |
| 30D | -1.1% | +25.4% | -26.5% | -1.5% |
| 3M | +5.8% | +115.3% | -109.5% | +4.5% |
| 6M | -16.9% | +56.5% | -73.5% | -17.8% |
| YTD | +0.1% | +198.2% | -198.0% | -1.7% |
| 1Y | +18.4% | +242.0% | -223.6% | +15.9% |
| 3Y | +123.6% | +36.8% | +86.8% | +119.2% |
| 5Y | +138.7% | -64.3% | +203.0% | +135.1% |
| All | +218.0% | +3.8% | +214.1% | +221.9% |
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