+204.4%
DHR vs IOVA
+3.8%
+200.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | -5.0% | -6.4% | +1.5% | -4.5% |
| 30D | -3.3% | +25.4% | -28.8% | -5.0% |
| 3M | +9.4% | +115.3% | -105.9% | +2.3% |
| 6M | +3.2% | +56.5% | -53.4% | -1.9% |
| YTD | -12.0% | +198.2% | -210.2% | -21.0% |
| 1Y | +4.9% | +242.0% | -237.1% | -7.5% |
| 3Y | -7.4% | +36.8% | -44.2% | -18.6% |
| 5Y | -29.8% | -64.3% | +34.5% | -35.2% |
| All | +204.4% | +3.8% | +200.5% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling