+152.4%
DKNG vs IOVA
-66.4%
+218.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.7% | -1.3% | +3.5% |
| 7D | +3.0% | -2.2% | +5.2% | +3.4% |
| 30D | -3.0% | +27.6% | -30.6% | -6.9% |
| 3M | -17.6% | +117.2% | -134.8% | -28.7% |
| 6M | -3.2% | +77.7% | -80.9% | -15.1% |
| YTD | -28.2% | +215.0% | -243.2% | -43.9% |
| 1Y | -46.1% | +255.4% | -301.4% | -59.5% |
| 3Y | -22.2% | +42.6% | -64.8% | -44.4% |
| 5Y | -60.4% | -62.2% | +1.8% | -66.1% |
| All | +152.4% | -66.4% | +218.8% | +115.2% |
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