+45.5%
DKS vs IOVA
+107.4%
-61.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.3% | -7.0% | +8.3% | +1.6% |
| 30D | +8.9% | -44.4% | +53.3% | +11.2% |
| 3M | -26.4% | +24.7% | -51.0% | -28.7% |
| 6M | -31.1% | +118.6% | -149.7% | -36.6% |
| YTD | -22.8% | +196.3% | -219.1% | -31.8% |
| 1Y | -29.5% | +205.3% | -234.8% | -38.1% |
| All | +45.5% | +107.4% | -61.9% | +19.6% |
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