-99.9%
DFNS vs IOVA
-70.6%
-29.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.6% |
| 7D | -16.0% | +9.7% | -25.7% | -16.1% |
| 30D | -77.7% | +102.5% | -180.2% | -77.9% |
| 3M | -77.2% | +100.7% | -177.9% | -77.3% |
| 6M | -95.2% | +106.3% | -201.5% | -95.2% |
| YTD | -98.0% | +222.0% | -319.9% | -97.9% |
| 1Y | -98.3% | +299.5% | -397.8% | -98.2% |
| 3Y | -99.9% | +42.9% | -142.8% | -99.9% |
| 5Y | -99.9% | -65.0% | -34.9% | -99.9% |
| All | -99.9% | -70.6% | -29.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling