+23.1%
DBX vs IOVA
-53.2%
+76.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.7% |
| 7D | -1.8% | -6.4% | +4.6% | -1.2% |
| 30D | +2.8% | +25.4% | -22.6% | +0.1% |
| 3M | +26.8% | +115.3% | -88.6% | +14.5% |
| 6M | +32.8% | +56.5% | -23.8% | +22.8% |
| YTD | +26.1% | +198.2% | -172.1% | +6.8% |
| 1Y | +14.1% | +242.0% | -227.9% | -6.1% |
| 3Y | +25.7% | +36.8% | -11.1% | +1.3% |
| 5Y | +11.2% | -64.3% | +75.4% | -0.2% |
| All | +23.1% | -53.2% | +76.3% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling