+22.3%
DBX vs IOVA
-49.5%
+71.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.5% | -2.5% |
| 7D | -2.4% | +9.7% | -12.2% | -3.4% |
| 30D | -0.5% | +102.5% | -103.0% | -8.7% |
| 3M | +28.1% | +100.7% | -72.6% | +16.6% |
| 6M | +33.1% | +106.3% | -73.2% | +19.2% |
| YTD | +25.3% | +222.0% | -196.7% | +5.3% |
| 1Y | +18.3% | +299.5% | -281.2% | -4.4% |
| 3Y | +25.0% | +42.9% | -17.9% | +0.4% |
| 5Y | +7.5% | -65.0% | +72.5% | -2.6% |
| All | +22.3% | -49.5% | +71.8% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling