+26.1%
DECK vs IOVA
-64.9%
+91.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.5% |
| 7D | -2.2% | +9.7% | -12.0% | -3.0% |
| 30D | -13.6% | +102.5% | -116.1% | -19.7% |
| 3M | -21.2% | +100.7% | -121.9% | -27.3% |
| 6M | -21.1% | +106.3% | -127.4% | -28.0% |
| YTD | -17.2% | +222.0% | -239.2% | -28.3% |
| 1Y | -30.7% | +299.5% | -330.3% | -42.1% |
| 3Y | -3.4% | +42.9% | -46.3% | -17.9% |
| All | +26.1% | -64.9% | +91.0% | +14.7% |
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