+888.8%
DECK vs IOVA
+29.0%
+859.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.0% | +9.5% | -0.5% |
| 7D | +6.0% | -19.0% | +25.1% | +8.0% |
| 30D | +7.4% | -40.3% | +47.7% | +11.5% |
| 3M | -11.7% | +78.3% | -90.0% | -19.8% |
| 6M | -11.0% | +94.5% | -105.4% | -20.8% |
| YTD | -15.4% | +183.5% | -198.9% | -29.1% |
| 1Y | +7.2% | +327.6% | -320.4% | -15.3% |
| 3Y | -11.8% | +83.8% | -95.7% | -30.9% |
| 5Y | +24.3% | -69.0% | +93.4% | +12.1% |
| All | +888.8% | +29.0% | +859.8% | +660.3% |
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