-98.2%
DFNS vs IOVA
+244.9%
-343.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +5.0% | +2.2% |
| 7D | -3.3% | -6.4% | +3.1% | -2.1% |
| 30D | -73.1% | +25.4% | -98.5% | -74.0% |
| 3M | -71.4% | +115.3% | -186.7% | -73.8% |
| 6M | -93.8% | +56.5% | -150.4% | -94.3% |
| YTD | -98.0% | +198.2% | -296.2% | -98.2% |
| 1Y | -98.2% | +242.0% | -340.2% | -98.0% |
| All | -98.2% | +244.9% | -343.1% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling