+456.7%
DG vs IOVA
-92.3%
+549.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.0% | -7.0% | +4.0% | -2.9% |
| 30D | +8.6% | -44.4% | +53.1% | +9.2% |
| 3M | +15.0% | +24.7% | -9.6% | +14.3% |
| 6M | +32.7% | +118.6% | -86.0% | +30.6% |
| YTD | +5.5% | +196.3% | -190.8% | +3.2% |
| 1Y | +34.6% | +205.3% | -170.7% | +31.6% |
| 3Y | +24.2% | +103.8% | -79.5% | +20.7% |
| 5Y | -32.3% | -65.6% | +33.3% | -33.4% |
| 10Y | +111.1% | +6.4% | +104.6% | +104.1% |
| All | +456.7% | -92.3% | +549.0% | +428.7% |
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