+456.2%
DG vs IOVA
-92.3%
+548.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +5.2% | -8.5% | +13.7% | +5.3% |
| 30D | +7.9% | -44.7% | +52.7% | +8.6% |
| 3M | +12.7% | +26.2% | -13.5% | +12.0% |
| 6M | +22.4% | +123.2% | -100.8% | +20.5% |
| YTD | +5.4% | +196.0% | -190.6% | +3.1% |
| 1Y | +39.4% | +240.9% | -201.5% | +36.0% |
| 3Y | +24.1% | +103.5% | -79.4% | +20.6% |
| 5Y | -32.2% | -65.5% | +33.3% | -33.4% |
| 10Y | +111.8% | +7.0% | +104.8% | +104.8% |
| All | +456.2% | -92.3% | +548.5% | +428.2% |
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