+116.4%
DOCN vs IOVA
+362.8%
-246.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -7.0% |
| 7D | -20.0% | -41.3% | +21.2% | -15.9% |
| 30D | -38.8% | -38.5% | -0.3% | -35.8% |
| 3M | -34.8% | +99.5% | -134.4% | -40.5% |
| 6M | -22.8% | +126.0% | -148.8% | -31.1% |
| YTD | +74.6% | +218.7% | -144.1% | +42.9% |
| 1Y | +116.4% | +378.0% | -261.6% | +69.4% |
| All | +116.4% | +362.8% | -246.3% | +69.4% |
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