+105.0%
DAL vs IOVA
-0.9%
+105.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.7% | +0.5% | -4.7% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | +9.1% | -47.4% | +56.5% | +14.6% |
| 3M | -3.5% | +13.2% | -16.7% | -6.8% |
| 6M | +23.4% | +114.3% | -91.0% | +9.9% |
| YTD | +26.0% | +179.5% | -153.4% | +7.4% |
| 1Y | +44.6% | +200.4% | -155.8% | +21.9% |
| 3Y | +162.7% | +92.2% | +70.5% | +109.7% |
| 5Y | +113.0% | -63.8% | +176.8% | +87.8% |
| All | +105.0% | -0.9% | +105.9% | +66.7% |
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