-37.9%
DG vs IOVA
-63.5%
+25.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -4.0% |
| 7D | -2.5% | +5.1% | -7.5% | -2.6% |
| 30D | +1.0% | +37.2% | -36.2% | 0.0% |
| 3M | +20.3% | +117.5% | -97.2% | +16.9% |
| 6M | -11.7% | +69.6% | -81.3% | -13.8% |
| YTD | -2.3% | +218.7% | -221.0% | -6.8% |
| 1Y | +20.0% | +265.5% | -245.5% | +13.6% |
| 3Y | +7.2% | +46.2% | -39.0% | +0.9% |
| 5Y | -37.9% | -63.2% | +25.3% | -42.6% |
| All | -37.9% | -63.5% | +25.6% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling