+563.5%
DKS vs IOVA
-91.6%
+655.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | +3.0% | +9.7% | -6.7% | +2.8% |
| 30D | -30.5% | +102.5% | -133.1% | -32.1% |
| 3M | -35.7% | +100.7% | -136.4% | -37.2% |
| 6M | -29.7% | +106.3% | -136.0% | -31.6% |
| YTD | -28.9% | +222.0% | -250.8% | -31.8% |
| 1Y | -35.9% | +299.5% | -335.4% | -39.1% |
| 3Y | +28.2% | +42.9% | -14.8% | +22.5% |
| 5Y | +11.8% | -65.0% | +76.8% | +8.7% |
| 10Y | +211.6% | +10.3% | +201.3% | +195.9% |
| All | +563.5% | -91.6% | +655.2% | +507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling