+44.0%
DLTR vs IOVA
+362.8%
-318.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.5% | +11.1% | +9.6% |
| 7D | +15.6% | -41.3% | +56.8% | +13.8% |
| 30D | +29.9% | -38.5% | +68.4% | +28.1% |
| 3M | +12.5% | +99.5% | -87.1% | +14.4% |
| 6M | +56.3% | +126.0% | -69.7% | +60.1% |
| YTD | +19.5% | +218.7% | -199.2% | +27.6% |
| 1Y | +44.0% | +378.0% | -334.0% | +58.8% |
| All | +44.0% | +362.8% | -318.7% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling