-29.8%
DKS vs IOVA
+362.8%
-392.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.5% | +9.2% | +7.7% |
| 7D | +8.4% | -41.3% | +49.7% | +6.8% |
| 30D | +7.7% | -38.5% | +46.2% | +6.2% |
| 3M | -25.8% | +99.5% | -125.3% | -24.6% |
| 6M | -31.0% | +126.0% | -157.0% | -29.9% |
| YTD | -23.8% | +218.7% | -242.5% | -21.4% |
| 1Y | -29.8% | +378.0% | -407.8% | -26.9% |
| All | -29.8% | +362.8% | -392.6% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling