+18.3%
DBX vs IOVA
+299.5%
-281.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.4% |
| 7D | -2.4% | +9.7% | -12.2% | -2.4% |
| 30D | -0.5% | +102.5% | -103.0% | -0.3% |
| 3M | +28.1% | +100.7% | -72.6% | +28.0% |
| 6M | +33.1% | +106.3% | -73.2% | +33.0% |
| YTD | +25.3% | +222.0% | -196.7% | +21.7% |
| 1Y | +18.3% | +299.5% | -281.2% | +14.9% |
| All | +18.3% | +299.5% | -281.2% | +14.9% |
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