+877.2%
DECK vs IOVA
+34.0%
+843.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.6% |
| 7D | +5.8% | -5.2% | +10.9% | +6.1% |
| 30D | +7.9% | -37.8% | +45.6% | +11.5% |
| 3M | -11.4% | +29.5% | -40.9% | -16.0% |
| 6M | -16.6% | +96.6% | -113.1% | -25.8% |
| YTD | -16.4% | +194.5% | -210.9% | -30.2% |
| 1Y | +8.6% | +248.1% | -239.4% | -11.6% |
| 3Y | -15.1% | +86.1% | -101.2% | -33.5% |
| 5Y | +22.9% | -67.8% | +90.7% | +10.3% |
| All | +877.2% | +34.0% | +843.2% | +648.5% |
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