+46.0%
DGX vs IOVA
+362.8%
-316.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.5% |
| 7D | +4.1% | -41.3% | +45.4% | +3.6% |
| 30D | +10.5% | -38.5% | +49.0% | +10.0% |
| 3M | +9.8% | +99.5% | -89.7% | +9.7% |
| 6M | +34.6% | +126.0% | -91.4% | +34.4% |
| YTD | +49.8% | +218.7% | -168.9% | +50.1% |
| 1Y | +46.0% | +378.0% | -332.0% | +44.7% |
| All | +46.0% | +362.8% | -316.7% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling