+529.1%
DGX vs IOVA
-91.7%
+620.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.3% | +5.1% | -5.4% | -0.4% |
| 30D | -1.2% | +37.2% | -38.4% | -1.6% |
| 3M | +19.9% | +117.5% | -97.6% | +18.6% |
| 6M | +19.2% | +69.6% | -50.4% | +18.1% |
| YTD | +37.5% | +218.7% | -181.2% | +35.0% |
| 1Y | +31.3% | +265.5% | -234.3% | +28.6% |
| 3Y | +96.6% | +46.2% | +50.4% | +92.6% |
| 5Y | +64.3% | -63.2% | +127.5% | +61.9% |
| 10Y | +241.1% | +6.1% | +235.0% | +231.4% |
| All | +529.1% | -91.7% | +620.8% | +499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling