+491.5%
DLR vs IOVA
-91.6%
+583.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | +1.6% | +9.7% | -8.2% | +1.5% |
| 30D | -3.4% | +102.5% | -105.9% | -4.2% |
| 3M | +0.5% | +100.7% | -100.2% | -0.5% |
| 6M | +4.6% | +106.3% | -101.8% | +3.4% |
| YTD | +23.4% | +222.0% | -198.6% | +21.4% |
| 1Y | +19.0% | +299.5% | -280.5% | +16.7% |
| 3Y | +56.5% | +42.9% | +13.6% | +53.7% |
| 5Y | +33.3% | -65.0% | +98.3% | +31.4% |
| 10Y | +165.1% | +10.3% | +154.9% | +160.9% |
| All | +491.5% | -91.6% | +583.2% | +479.5% |
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