+211.6%
IAU vs IOVA
-91.6%
+303.3%
-45.1%
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% | +4.1% |
| 3M | -1.1% | +100.7% | -101.7% | -1.4% |
| 6M | -13.7% | +106.3% | -120.1% | -14.1% |
| YTD | +2.7% | +222.0% | -219.2% | +2.1% |
| 1Y | +24.6% | +299.5% | -274.9% | +23.8% |
| 3Y | +126.8% | +42.9% | +83.9% | +125.4% |
| 5Y | +139.5% | -65.0% | +204.5% | +138.3% |
| 10Y | +226.3% | +10.3% | +216.0% | +223.7% |
| All | +211.6% | -91.6% | +303.3% | +204.0% |
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