+36.3%
DIS vs IOVA
+12.2%
+24.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +4.4% | -8.5% | +12.9% | +5.0% |
| 30D | +10.3% | -44.7% | +55.1% | +14.0% |
| 3M | +15.5% | +26.2% | -10.7% | +11.7% |
| 6M | +11.2% | +123.2% | -112.0% | +2.0% |
| YTD | +5.6% | +196.0% | -190.4% | -6.4% |
| 1Y | +7.7% | +240.9% | -233.2% | -5.8% |
| 3Y | +39.3% | +103.5% | -64.2% | +15.9% |
| 5Y | -29.5% | -65.5% | +36.0% | -35.5% |
| 10Y | +36.3% | +7.0% | +29.2% | +19.0% |
| All | +36.3% | +12.2% | +24.0% | +19.0% |
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