+19.1%
DASH vs IOVA
+131.3%
-112.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.7% | -4.7% |
| 7D | -10.6% | +9.7% | -20.3% | -10.9% |
| 30D | +2.2% | +102.5% | -100.4% | -1.4% |
| 3M | +32.3% | +100.7% | -68.4% | +27.5% |
| 6M | +19.1% | +106.3% | -87.2% | +15.8% |
| All | +19.1% | +131.3% | -112.2% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling