-5.9%
DASH vs IOVA
-83.0%
+77.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | -2.8% | -8.5% | +5.7% | -1.8% |
| 30D | -9.3% | -44.7% | +35.4% | -4.4% |
| 3M | -15.1% | +26.2% | -41.3% | -19.7% |
| 6M | +8.7% | +123.2% | -114.5% | -6.1% |
| YTD | -21.3% | +196.0% | -217.3% | -35.9% |
| 1Y | -12.7% | +240.9% | -253.6% | -30.7% |
| 3Y | +103.8% | +103.5% | +0.3% | +42.8% |
| 5Y | -16.8% | -65.5% | +48.7% | -27.1% |
| All | -5.9% | -83.0% | +77.0% | -9.3% |
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