+32.9%
DIS vs IOVA
+7.2%
+25.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +0.6% | -7.0% | +7.6% | +1.1% |
| 30D | +10.3% | -44.4% | +54.7% | +13.9% |
| 3M | +15.6% | +24.7% | -9.1% | +11.9% |
| 6M | +15.1% | +118.6% | -103.5% | +5.8% |
| YTD | +6.0% | +196.3% | -190.4% | -6.1% |
| 1Y | +5.7% | +205.3% | -199.6% | -6.8% |
| 3Y | +39.8% | +103.8% | -64.0% | +16.3% |
| 5Y | -23.9% | -65.6% | +41.7% | -30.4% |
| 10Y | +32.9% | +6.4% | +26.5% | +16.0% |
| All | +32.9% | +7.2% | +25.8% | +16.0% |
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 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