+36.6%
DIS vs IOVA
+28.7%
+7.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +5.3% | +1.9% | +3.4% | +5.1% |
| 30D | +10.2% | -44.1% | +54.4% | +13.8% |
| 3M | +13.5% | +28.9% | -15.3% | +9.6% |
| 6M | +11.1% | +125.7% | -114.6% | +1.8% |
| YTD | +5.5% | +199.3% | -193.8% | -6.6% |
| 1Y | +9.1% | +255.2% | -246.1% | -4.9% |
| 3Y | +36.0% | +106.8% | -70.8% | +13.0% |
| 5Y | -29.8% | -67.1% | +37.2% | -35.5% |
| 10Y | +36.6% | +16.7% | +19.9% | +17.7% |
| All | +36.6% | +28.7% | +7.9% | +17.7% |
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