+76.3%
DE vs IOVA
+41.0%
+35.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -3.0% | -2.2% | -0.8% | -2.9% |
| 30D | +11.1% | +31.7% | -20.6% | +9.8% |
| 3M | +17.6% | +117.3% | -99.7% | +12.9% |
| 6M | +13.6% | +55.8% | -42.2% | +10.3% |
| YTD | +46.3% | +208.8% | -162.5% | +36.9% |
| 1Y | +44.2% | +255.7% | -211.5% | +33.3% |
| All | +76.3% | +41.0% | +35.3% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling