+469.4%
DLR vs IOVA
-92.2%
+561.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.4% |
| 7D | +2.4% | +1.9% | +0.5% | +2.3% |
| 30D | +0.7% | -44.1% | +44.9% | +1.3% |
| 3M | -6.4% | +28.9% | -35.3% | -6.9% |
| 6M | -6.5% | +125.7% | -132.2% | -7.8% |
| YTD | +18.8% | +199.3% | -180.5% | +16.7% |
| 1Y | +9.0% | +255.2% | -246.2% | +6.9% |
| 3Y | +54.5% | +106.8% | -52.3% | +51.2% |
| 5Y | +35.8% | -67.1% | +102.9% | +33.8% |
| 10Y | +177.5% | +16.7% | +160.7% | +172.6% |
| All | +469.4% | -92.2% | +561.6% | +457.1% |
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