+573.6%
DIA vs IOVA
-91.6%
+665.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.5% |
| 7D | -0.2% | +9.7% | -9.9% | -0.3% |
| 30D | -1.5% | +102.5% | -104.1% | -2.7% |
| 3M | +3.8% | +100.7% | -96.9% | +2.4% |
| 6M | +10.3% | +106.3% | -96.1% | +8.7% |
| YTD | +12.1% | +222.0% | -209.9% | +9.6% |
| 1Y | +18.6% | +299.5% | -280.9% | +15.4% |
| 3Y | +60.6% | +42.9% | +17.7% | +56.6% |
| 5Y | +64.4% | -65.0% | +129.4% | +61.6% |
| 10Y | +250.1% | +10.3% | +239.8% | +240.0% |
| All | +573.6% | -91.6% | +665.2% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling