+64.9%
DGX vs IOVA
-64.1%
+129.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | -0.9% | +31.7% | -32.6% | -1.6% |
| 3M | +15.6% | +117.3% | -101.7% | +13.3% |
| 6M | +17.8% | +55.8% | -38.0% | +16.1% |
| YTD | +37.5% | +208.8% | -171.3% | +32.8% |
| 1Y | +31.2% | +255.7% | -224.5% | +26.0% |
| 3Y | +96.6% | +41.7% | +54.9% | +88.5% |
| 5Y | +64.9% | -64.9% | +129.8% | +57.5% |
| All | +64.9% | -64.1% | +129.1% | +57.5% |
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 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