-9.4%
DASH vs IOVA
-67.8%
+58.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -11.0% | +1.6% | -8.2% |
| 7D | +0.5% | -19.0% | +19.6% | +2.7% |
| 30D | -7.1% | -40.3% | +33.2% | -3.2% |
| 3M | -13.2% | +78.3% | -91.5% | -21.8% |
| 6M | +8.3% | +94.5% | -86.2% | -4.6% |
| YTD | -20.6% | +183.5% | -204.1% | -34.6% |
| 1Y | -24.4% | +327.6% | -352.0% | -42.2% |
| 3Y | +94.5% | +83.8% | +10.7% | +37.8% |
| 5Y | -9.4% | -69.0% | +59.6% | -32.3% |
| All | -9.4% | -67.8% | +58.3% | -32.3% |
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 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