-100.0%
DFNS vs IOVA
-74.5%
-25.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -5.7% | -13.7% | -19.2% |
| 7D | -12.7% | -1.4% | -11.2% | -12.6% |
| 30D | -65.2% | -47.4% | -17.8% | -64.9% |
| 3M | -94.6% | +13.2% | -107.8% | -94.6% |
| 6M | -96.2% | +114.3% | -210.6% | -96.2% |
| YTD | -99.6% | +179.5% | -279.1% | -99.6% |
| 1Y | -99.7% | +200.4% | -300.1% | -99.7% |
| 3Y | -100.0% | +92.2% | -192.2% | -100.0% |
| 5Y | -100.0% | -63.8% | -36.2% | -100.0% |
| All | -100.0% | -74.5% | -25.5% | -100.0% |
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 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