+251.0%
DIA vs IOVA
+4.5%
+246.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -1.1% |
| 30D | -2.7% | +31.7% | -34.4% | -4.4% |
| 3M | +3.3% | +117.3% | -114.0% | -2.5% |
| 6M | +10.4% | +55.8% | -45.4% | +5.9% |
| YTD | +10.0% | +208.8% | -198.8% | +0.4% |
| 1Y | +16.2% | +255.7% | -239.5% | +4.3% |
| 3Y | +58.7% | +41.7% | +17.1% | +41.6% |
| 5Y | +63.6% | -64.9% | +128.5% | +53.9% |
| 10Y | +251.0% | +6.3% | +244.7% | +202.0% |
| All | +251.0% | +4.5% | +246.6% | +202.0% |
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