+66.4%
DOCN vs IOVA
-75.4%
+141.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -11.0% | -4.8% | -13.9% |
| 7D | -29.3% | -19.0% | -10.2% | -26.4% |
| 30D | -46.0% | -40.3% | -5.8% | -41.5% |
| 3M | -43.2% | +78.3% | -121.5% | -51.1% |
| 6M | -53.7% | +94.5% | -148.2% | -61.4% |
| YTD | +46.9% | +183.5% | -136.6% | +11.2% |
| 1Y | +54.3% | +327.6% | -273.3% | +6.5% |
| 3Y | +185.5% | +83.8% | +101.7% | +86.3% |
| 5Y | -31.1% | -69.0% | +37.9% | -42.0% |
| All | +66.4% | -75.4% | +141.8% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling