-23.9%
DIS vs IOVA
-65.6%
+41.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +0.6% | -7.0% | +7.6% | +1.0% |
| 30D | +10.3% | -44.4% | +54.7% | +13.2% |
| 3M | +15.6% | +24.7% | -9.1% | +12.5% |
| 6M | +15.1% | +118.6% | -103.5% | +7.4% |
| YTD | +6.0% | +196.3% | -190.4% | -4.0% |
| 1Y | +5.7% | +205.3% | -199.6% | -4.7% |
| 3Y | +39.8% | +103.8% | -64.0% | +18.6% |
| 5Y | -23.9% | -65.6% | +41.7% | -29.3% |
| All | -23.9% | -65.6% | +41.7% | -29.3% |
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