+1,474.4%
DHI vs IOVA
-92.0%
+1,566.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | -2.3% | -2.2% | -0.1% | -2.3% |
| 30D | -5.3% | +31.7% | -37.0% | -5.8% |
| 3M | -7.8% | +117.3% | -125.0% | -9.5% |
| 6M | -5.4% | +55.8% | -61.2% | -6.6% |
| YTD | -2.7% | +208.8% | -211.5% | -5.5% |
| 1Y | -21.0% | +255.7% | -276.7% | -23.6% |
| 3Y | +22.2% | +41.7% | -19.5% | +18.5% |
| 5Y | +62.2% | -64.9% | +127.1% | +58.7% |
| 10Y | +414.3% | +6.3% | +408.0% | +400.4% |
| All | +1,474.4% | -92.0% | +1,566.4% | +1,416.4% |
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