+100.8%
DG vs IOVA
+0.8%
+100.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.4% |
| 7D | +0.3% | -3.5% | +3.8% | +0.4% |
| 30D | +3.2% | -45.4% | +48.6% | +5.3% |
| 3M | +10.4% | +19.0% | -8.6% | +8.2% |
| 6M | +33.2% | +112.0% | -78.9% | +26.0% |
| YTD | +3.0% | +184.2% | -181.3% | -4.7% |
| 1Y | +31.2% | +222.0% | -190.8% | +20.4% |
| 3Y | +21.8% | +92.6% | -70.7% | +8.6% |
| 5Y | -35.0% | -63.2% | +28.2% | -38.9% |
| All | +100.8% | +0.8% | +100.0% | +65.9% |
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