+7.4%
DASH vs IOVA
-64.9%
+72.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.7% |
| 7D | -10.6% | +9.7% | -20.3% | -11.5% |
| 30D | +2.2% | +102.5% | -100.4% | -7.1% |
| 3M | +32.3% | +100.7% | -68.4% | +19.6% |
| 6M | +19.1% | +106.3% | -87.2% | +5.9% |
| YTD | -6.5% | +222.0% | -228.5% | -22.3% |
| 1Y | -14.9% | +299.5% | -314.4% | -32.8% |
| 3Y | +151.9% | +42.9% | +109.0% | +93.8% |
| All | +7.4% | -64.9% | +72.3% | -10.1% |
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