+98.5%
DAL vs IOVA
+44.8%
+53.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +0.1% | +9.7% | -9.6% | -0.6% |
| 30D | -13.9% | +102.5% | -116.5% | -19.9% |
| 3M | +1.1% | +100.7% | -99.6% | -6.4% |
| 6M | +26.2% | +106.3% | -80.1% | +15.5% |
| YTD | +16.4% | +222.0% | -205.6% | +1.1% |
| 1Y | +33.9% | +299.5% | -265.7% | +12.4% |
| All | +98.5% | +44.8% | +53.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling