+35.3%
DLR vs IOVA
-63.5%
+98.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +3.4% | +5.1% | -1.7% | +3.1% |
| 30D | -2.2% | +37.2% | -39.4% | -4.2% |
| 3M | +4.7% | +117.5% | -112.8% | -0.9% |
| 6M | +9.0% | +69.6% | -60.6% | +4.1% |
| YTD | +24.1% | +218.7% | -194.5% | +13.4% |
| 1Y | +20.9% | +265.5% | -244.6% | +8.9% |
| 3Y | +60.0% | +46.2% | +13.8% | +43.4% |
| 5Y | +35.3% | -63.2% | +98.5% | +24.7% |
| All | +35.3% | -63.5% | +98.8% | +24.7% |
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