+65.7%
DIA vs IOVA
-64.9%
+130.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.6% |
| 7D | -0.2% | +9.7% | -9.9% | -0.6% |
| 30D | -1.5% | +102.5% | -104.1% | -4.9% |
| 3M | +3.8% | +100.7% | -96.9% | -0.1% |
| 6M | +10.3% | +106.3% | -96.1% | +5.6% |
| YTD | +12.1% | +222.0% | -209.9% | +4.7% |
| 1Y | +18.6% | +299.5% | -280.9% | +9.1% |
| 3Y | +60.6% | +42.9% | +17.7% | +47.9% |
| All | +65.7% | -64.9% | +130.6% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling