+172.0%
IAU vs IOVA
-92.7%
+264.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.7% | +2.9% | -2.8% |
| 7D | -5.5% | -1.4% | -4.0% | -5.5% |
| 30D | -7.0% | -47.4% | +40.4% | -6.7% |
| 3M | -12.3% | +13.2% | -25.5% | -12.4% |
| 6M | -17.9% | +114.3% | -132.3% | -18.3% |
| YTD | -10.3% | +179.5% | -189.8% | -10.8% |
| 1Y | -7.9% | +200.4% | -208.3% | -8.5% |
| 3Y | +98.7% | +92.2% | +6.5% | +97.3% |
| 5Y | +105.0% | -63.8% | +168.8% | +104.0% |
| 10Y | +207.7% | +0.4% | +207.3% | +205.2% |
| All | +172.0% | -92.7% | +264.7% | +165.4% |
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