+29.2%
DKS vs IOVA
-65.6%
+94.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.3% | -7.0% | +8.3% | +1.8% |
| 30D | +8.9% | -44.4% | +53.3% | +12.2% |
| 3M | -26.4% | +24.7% | -51.0% | -29.3% |
| 6M | -31.1% | +118.6% | -149.7% | -37.8% |
| YTD | -22.8% | +196.3% | -219.1% | -33.5% |
| 1Y | -29.5% | +205.3% | -234.8% | -39.7% |
| 3Y | +42.8% | +103.8% | -61.0% | +15.0% |
| 5Y | +29.2% | -65.6% | +94.7% | +14.7% |
| All | +29.2% | -65.6% | +94.8% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling