+1,131.2%
DHR vs IOVA
-91.6%
+1,222.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.6% |
| 7D | -3.9% | +9.7% | -13.6% | -4.1% |
| 30D | +4.0% | +102.5% | -98.5% | +2.5% |
| 3M | +11.5% | +100.7% | -89.2% | +9.8% |
| 6M | +1.9% | +106.3% | -104.5% | +0.1% |
| YTD | -8.9% | +222.0% | -230.9% | -11.4% |
| 1Y | +5.1% | +299.5% | -294.4% | +1.7% |
| 3Y | -10.3% | +42.9% | -53.2% | -12.9% |
| 5Y | -27.8% | -65.0% | +37.2% | -29.3% |
| 10Y | +203.6% | +10.3% | +193.3% | +192.7% |
| All | +1,131.2% | -91.6% | +1,222.8% | +1,055.8% |
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