+93.5%
DGX vs IOVA
+36.1%
+57.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.8% |
| 7D | -3.5% | -6.4% | +3.0% | -3.3% |
| 30D | -2.7% | +25.4% | -28.1% | -3.2% |
| 3M | +13.9% | +115.3% | -101.5% | +11.4% |
| 6M | +16.0% | +56.5% | -40.5% | +14.2% |
| YTD | +34.9% | +198.2% | -163.2% | +30.0% |
| 1Y | +30.6% | +242.0% | -211.5% | +25.0% |
| All | +93.5% | +36.1% | +57.3% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling