+95.0%
DGX vs IOVA
-63.3%
+158.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | +1.6% | -3.5% | +5.0% | +1.6% |
| 30D | +11.2% | -45.4% | +56.6% | +12.1% |
| 3M | +10.4% | +19.0% | -8.6% | +9.3% |
| 6M | +37.1% | +112.0% | -74.9% | +33.5% |
| YTD | +52.1% | +184.2% | -132.1% | +46.3% |
| 1Y | +40.7% | +222.0% | -181.3% | +34.8% |
| 3Y | +107.6% | +92.6% | +15.0% | +97.0% |
| All | +95.0% | -63.3% | +158.3% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling