-11.1%
DASH vs IOVA
+235.7%
-246.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -10.2% | -7.0% | -3.2% | -10.0% |
| 30D | -8.2% | -44.4% | +36.2% | -6.5% |
| 3M | -15.9% | +24.7% | -40.6% | -18.3% |
| 6M | +13.3% | +118.6% | -105.3% | +6.4% |
| YTD | -21.3% | +196.3% | -217.6% | -28.1% |
| 1Y | -11.1% | +205.3% | -216.4% | -17.5% |
| All | -11.1% | +235.7% | -246.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling