+2.1%
DLTR vs IOVA
+41.0%
-38.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -4.4% |
| 7D | -10.2% | -2.2% | -8.0% | -10.2% |
| 30D | -8.5% | +31.7% | -40.2% | -9.8% |
| 3M | +5.6% | +117.3% | -111.7% | +1.1% |
| 6M | +2.2% | +55.8% | -53.6% | -0.9% |
| YTD | -3.8% | +208.8% | -212.5% | -10.6% |
| 1Y | +22.9% | +255.7% | -232.8% | +12.4% |
| All | +2.1% | +41.0% | -38.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling