+296.3%
DIS vs IOVA
-92.3%
+388.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | +5.2% | -5.2% | +10.4% | +5.3% |
| 30D | +11.5% | -37.8% | +49.2% | +12.2% |
| 3M | +11.5% | +29.5% | -17.9% | +10.6% |
| 6M | +8.9% | +96.6% | -87.7% | +6.8% |
| YTD | +3.4% | +194.5% | -191.1% | +0.5% |
| 1Y | +7.2% | +248.1% | -240.9% | +3.8% |
| 3Y | +43.3% | +86.1% | -42.8% | +38.1% |
| 5Y | -31.4% | -67.8% | +36.4% | -33.0% |
| 10Y | +37.1% | +38.6% | -1.6% | +32.3% |
| All | +296.3% | -92.3% | +388.7% | +277.7% |
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 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