+27.7%
DKS vs IOVA
+50.0%
-22.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.8% |
| 7D | -0.4% | +5.1% | -5.5% | -0.7% |
| 30D | -36.6% | +37.2% | -73.8% | -38.0% |
| 3M | -37.6% | +117.5% | -155.1% | -41.3% |
| 6M | -32.1% | +69.6% | -101.7% | -35.5% |
| YTD | -32.3% | +218.7% | -251.0% | -39.3% |
| 1Y | -39.5% | +265.5% | -305.0% | -46.8% |
| 3Y | +27.7% | +46.2% | -18.6% | +6.3% |
| All | +27.7% | +50.0% | -22.3% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling