+102.2%
DG vs IOVA
+4.5%
+97.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.4% |
| 7D | -4.8% | -2.2% | -2.6% | -4.7% |
| 30D | +1.8% | +31.7% | -30.0% | +0.3% |
| 3M | +14.5% | +117.3% | -102.8% | +9.5% |
| 6M | -13.6% | +55.8% | -69.4% | -16.3% |
| YTD | -4.8% | +208.8% | -213.6% | -11.5% |
| 1Y | +21.6% | +255.7% | -234.1% | +11.7% |
| 3Y | +4.5% | +41.7% | -37.2% | -4.6% |
| 5Y | -38.5% | -64.9% | +26.4% | -41.4% |
| 10Y | +102.2% | +6.3% | +95.9% | +63.0% |
| All | +102.2% | +4.5% | +97.7% | +63.0% |
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