+35.8%
DLR vs IOVA
-67.3%
+103.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.3% |
| 7D | +2.4% | +1.9% | +0.5% | +2.2% |
| 30D | +0.7% | -44.1% | +44.9% | +3.4% |
| 3M | -6.4% | +28.9% | -35.3% | -9.1% |
| 6M | -6.5% | +125.7% | -132.2% | -13.0% |
| YTD | +18.8% | +199.3% | -180.5% | +7.6% |
| 1Y | +9.0% | +255.2% | -246.2% | -2.5% |
| 3Y | +54.5% | +106.8% | -52.3% | +34.5% |
| 5Y | +35.8% | -67.1% | +102.9% | +25.1% |
| All | +35.8% | -67.3% | +103.1% | +25.1% |
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 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