+70.5%
DOCN vs IOVA
-74.5%
+145.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.8% |
| 7D | -19.2% | -5.2% | -14.0% | -18.3% |
| 30D | -43.1% | -37.8% | -5.3% | -38.7% |
| 3M | -40.7% | +29.5% | -70.2% | -45.0% |
| 6M | -55.0% | +96.6% | -151.6% | -62.5% |
| YTD | +50.6% | +194.5% | -143.9% | +13.2% |
| 1Y | +54.0% | +248.1% | -194.1% | +11.2% |
| 3Y | +203.9% | +86.1% | +117.8% | +98.2% |
| 5Y | -29.4% | -67.8% | +38.5% | -41.0% |
| All | +70.5% | -74.5% | +145.0% | +41.5% |
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 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