+105.8%
DAL vs IOVA
-64.9%
+170.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | +0.1% | +9.7% | -9.6% | -0.8% |
| 30D | -13.9% | +102.5% | -116.5% | -20.9% |
| 3M | +1.1% | +100.7% | -99.6% | -7.6% |
| 6M | +26.2% | +106.3% | -80.1% | +13.8% |
| YTD | +16.4% | +222.0% | -205.6% | -1.0% |
| 1Y | +33.9% | +299.5% | -265.7% | +9.6% |
| 3Y | +93.4% | +42.9% | +50.5% | +58.0% |
| All | +105.8% | -64.9% | +170.7% | +92.1% |
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