+98.2%
DE vs IOVA
-64.1%
+162.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.2% |
| 6M | +13.6% | +55.8% | -42.2% | +10.4% |
| YTD | +46.3% | +208.8% | -162.5% | +37.5% |
| 1Y | +44.2% | +255.7% | -211.5% | +34.0% |
| 3Y | +76.6% | +41.7% | +34.9% | +64.7% |
| 5Y | +98.2% | -64.9% | +163.1% | +91.2% |
| All | +98.2% | -64.1% | +162.4% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling