+248.1%
DGX vs IOVA
+9.7%
+238.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.5% |
| 7D | -0.9% | -2.2% | +1.3% | -0.8% |
| 30D | -1.2% | +27.6% | -28.8% | -2.1% |
| 3M | +15.8% | +117.2% | -101.4% | +11.8% |
| 6M | +18.2% | +77.7% | -59.5% | +14.6% |
| YTD | +37.2% | +215.0% | -177.8% | +29.5% |
| 1Y | +30.4% | +255.4% | -225.0% | +21.9% |
| 3Y | +96.7% | +42.6% | +54.1% | +83.0% |
| 5Y | +67.2% | -62.2% | +129.4% | +60.4% |
| All | +248.1% | +9.7% | +238.4% | +217.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling