+102.9%
DAL vs IOVA
-67.9%
+170.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.9% | -1.7% | +1.8% |
| 7D | +8.8% | -5.2% | +14.0% | +9.2% |
| 30D | +5.4% | -37.8% | +43.2% | +8.8% |
| 3M | -4.9% | +29.5% | -34.4% | -9.5% |
| 6M | +19.8% | +96.6% | -76.7% | +7.4% |
| YTD | +27.0% | +194.5% | -167.5% | +7.1% |
| 1Y | +52.5% | +248.1% | -195.6% | +25.5% |
| 3Y | +173.8% | +86.1% | +87.7% | +114.3% |
| All | +102.9% | -67.9% | +170.8% | +89.9% |
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