+1,126.5%
DE vs IOVA
-91.6%
+1,218.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.1% |
| 7D | +10.0% | +9.7% | +0.3% | +9.8% |
| 30D | +13.3% | +102.5% | -89.2% | +11.7% |
| 3M | +17.5% | +100.7% | -83.2% | +15.7% |
| 6M | +13.6% | +106.3% | -92.8% | +11.6% |
| YTD | +49.8% | +222.0% | -172.2% | +45.8% |
| 1Y | +47.9% | +299.5% | -251.7% | +43.1% |
| 3Y | +72.5% | +42.9% | +29.6% | +67.5% |
| 5Y | +90.2% | -65.0% | +155.2% | +86.5% |
| 10Y | +865.4% | +10.3% | +855.1% | +829.8% |
| All | +1,126.5% | -91.6% | +1,218.1% | +1,066.0% |
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