+176.7%
DLR vs IOVA
+4.5%
+172.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | +2.9% | -2.2% | +5.1% | +3.0% |
| 30D | -1.2% | +31.7% | -32.9% | -2.8% |
| 3M | +2.9% | +117.3% | -114.3% | -2.3% |
| 6M | +6.7% | +55.8% | -49.2% | +2.6% |
| YTD | +23.9% | +208.8% | -184.9% | +14.0% |
| 1Y | +18.6% | +255.7% | -237.1% | +7.7% |
| 3Y | +59.7% | +41.7% | +18.0% | +44.7% |
| 5Y | +42.1% | -64.9% | +107.0% | +33.3% |
| 10Y | +176.7% | +6.3% | +170.4% | +145.6% |
| All | +176.7% | +4.5% | +172.2% | +145.6% |
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 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