+854.6%
DE vs IOVA
+3.8%
+850.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | -2.4% | -6.4% | +4.1% | -1.9% |
| 30D | +9.7% | +25.4% | -15.7% | +7.9% |
| 3M | +21.4% | +115.3% | -94.0% | +14.0% |
| 6M | +15.0% | +56.5% | -41.5% | +9.7% |
| YTD | +46.4% | +198.2% | -151.7% | +32.5% |
| 1Y | +45.6% | +242.0% | -196.4% | +29.5% |
| 3Y | +76.8% | +36.8% | +40.0% | +56.3% |
| 5Y | +99.4% | -64.3% | +163.7% | +86.2% |
| All | +854.6% | +3.8% | +850.7% | +721.2% |
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