+53.3%
DIA vs IOVA
-67.9%
+121.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | -0.9% | -5.2% | +4.2% | -0.8% |
| 30D | +0.3% | -37.8% | +38.0% | +1.7% |
| 3M | -4.5% | +29.5% | -34.0% | -6.4% |
| 6M | +3.4% | +96.6% | -93.2% | -1.3% |
| YTD | +7.8% | +194.5% | -186.7% | +0.3% |
| 1Y | +10.7% | +248.1% | -237.3% | +2.1% |
| 3Y | +57.5% | +86.1% | -28.6% | +42.6% |
| All | +53.3% | -67.9% | +121.2% | +46.0% |
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 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