+57.5%
DIA vs IOVA
+85.3%
-27.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -0.9% | -5.2% | +4.2% | -0.8% |
| 30D | +0.3% | -37.8% | +38.0% | +1.5% |
| 3M | -4.5% | +29.5% | -34.0% | -6.3% |
| 6M | +3.4% | +96.6% | -93.2% | -1.0% |
| YTD | +7.8% | +194.5% | -186.7% | +0.8% |
| 1Y | +10.7% | +248.1% | -237.3% | +2.5% |
| 3Y | +57.5% | +86.1% | -28.6% | +43.3% |
| All | +57.5% | +85.3% | -27.7% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling