+436.9%
DG vs IOVA
-91.6%
+528.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +8.4% | +9.7% | -1.3% | +8.3% |
| 30D | +4.9% | +102.5% | -97.6% | +3.8% |
| 3M | +29.3% | +100.7% | -71.3% | +27.9% |
| 6M | -11.3% | +106.3% | -117.6% | -12.4% |
| YTD | +1.8% | +222.0% | -220.2% | -0.3% |
| 1Y | +25.3% | +299.5% | -274.2% | +22.3% |
| 3Y | +9.1% | +42.9% | -33.8% | +6.6% |
| 5Y | -34.9% | -65.0% | +30.1% | -35.9% |
| 10Y | +108.2% | +10.3% | +97.9% | +101.7% |
| All | +436.9% | -91.6% | +528.6% | +410.8% |
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