+28.5%
DECK vs IOVA
-65.2%
+93.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.5% | +7.4% | +6.1% |
| 7D | +10.4% | -41.3% | +51.6% | +14.1% |
| 30D | +11.1% | -38.5% | +49.6% | +14.3% |
| 3M | -10.8% | +99.5% | -110.3% | -18.5% |
| 6M | -8.7% | +126.0% | -134.7% | -18.4% |
| YTD | -14.0% | +218.7% | -232.7% | -26.9% |
| 1Y | +12.0% | +378.0% | -366.0% | -9.6% |
| 3Y | -10.5% | +106.7% | -117.1% | -28.2% |
| 5Y | +28.5% | -64.5% | +93.0% | +18.6% |
| All | +28.5% | -65.2% | +93.7% | +18.6% |
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