+111.4%
DAL vs IOVA
-63.3%
+174.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.5% |
| 7D | -1.1% | -3.5% | +2.4% | -0.8% |
| 30D | +12.8% | -45.4% | +58.2% | +18.0% |
| 3M | -5.3% | +19.0% | -24.3% | -9.0% |
| 6M | +22.4% | +112.0% | -89.7% | +8.9% |
| YTD | +25.6% | +184.2% | -158.6% | +6.3% |
| 1Y | +45.5% | +222.0% | -176.5% | +21.1% |
| 3Y | +161.0% | +92.6% | +68.4% | +103.4% |
| All | +111.4% | -63.3% | +174.7% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling