+139.8%
IAU vs IOVA
-63.0%
+202.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | +5.1% | -4.3% | +0.6% |
| 30D | +0.3% | +37.2% | -36.9% | -0.3% |
| 3M | +0.7% | +117.5% | -116.8% | -0.9% |
| 6M | -15.5% | +69.6% | -85.1% | -16.7% |
| YTD | +1.0% | +218.7% | -217.7% | -1.5% |
| 1Y | +19.6% | +265.5% | -246.0% | +16.2% |
| 3Y | +125.4% | +46.2% | +79.2% | +120.1% |
| All | +139.8% | -63.0% | +202.8% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling