+183.0%
IAU vs IOVA
-92.3%
+275.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | +2.8% | -8.5% | +11.3% | +2.8% |
| 30D | -4.0% | -44.7% | +40.8% | -3.7% |
| 3M | -8.2% | +26.2% | -34.5% | -8.4% |
| 6M | -14.8% | +123.2% | -138.0% | -15.2% |
| YTD | -6.7% | +196.0% | -202.7% | -7.3% |
| 1Y | -2.2% | +240.9% | -243.2% | -2.9% |
| 3Y | +106.7% | +103.5% | +3.2% | +105.2% |
| 5Y | +114.8% | -65.5% | +180.3% | +113.7% |
| 10Y | +213.0% | +7.0% | +206.0% | +210.4% |
| All | +183.0% | -92.3% | +275.3% | +176.1% |
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 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