-99.9%
DFNS vs IOVA
-70.9%
-29.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +0.8% | +5.1% | -4.3% | +0.7% |
| 30D | -73.2% | +37.2% | -110.5% | -73.3% |
| 3M | -72.4% | +117.5% | -189.9% | -72.6% |
| 6M | -95.2% | +69.6% | -164.8% | -95.3% |
| YTD | -98.0% | +218.7% | -316.7% | -98.0% |
| 1Y | -98.3% | +265.5% | -363.8% | -98.2% |
| 3Y | -99.9% | +46.2% | -146.1% | -99.9% |
| 5Y | -99.9% | -63.2% | -36.6% | -99.9% |
| All | -99.9% | -70.9% | -29.0% | -99.9% |
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