+237.1%
DIA vs IOVA
+7.2%
+229.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.6% | -7.0% | +5.4% | -1.2% |
| 30D | +1.3% | -44.4% | +45.7% | +4.0% |
| 3M | -2.1% | +24.7% | -26.7% | -4.6% |
| 6M | +6.2% | +118.6% | -112.4% | -0.9% |
| YTD | +10.3% | +196.3% | -186.0% | -0.1% |
| 1Y | +11.0% | +205.3% | -194.3% | +0.1% |
| 3Y | +60.4% | +103.8% | -43.4% | +38.5% |
| 5Y | +59.1% | -65.6% | +124.7% | +48.5% |
| 10Y | +237.1% | +6.4% | +230.6% | +187.7% |
| All | +237.1% | +7.2% | +229.9% | +187.7% |
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