+196.8%
DKS vs IOVA
+9.7%
+187.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.2% | +0.9% |
| 7D | -3.0% | -2.2% | -0.8% | -2.8% |
| 30D | -33.4% | +27.6% | -61.0% | -35.4% |
| 3M | -39.4% | +117.2% | -156.5% | -45.1% |
| 6M | -30.1% | +77.7% | -107.8% | -36.1% |
| YTD | -31.0% | +215.0% | -246.0% | -41.5% |
| 1Y | -40.2% | +255.4% | -295.5% | -50.6% |
| 3Y | +30.9% | +42.6% | -11.7% | +7.5% |
| 5Y | +14.0% | -62.2% | +76.3% | +2.1% |
| All | +196.8% | +9.7% | +187.1% | +127.9% |
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 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