+97.7%
DOCN vs IOVA
-72.4%
+170.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -6.9% |
| 7D | -20.0% | -41.3% | +21.2% | -13.5% |
| 30D | -38.8% | -38.5% | -0.3% | -34.2% |
| 3M | -34.8% | +99.5% | -134.4% | -45.1% |
| 6M | -22.8% | +126.0% | -148.8% | -37.4% |
| YTD | +74.6% | +218.7% | -144.1% | +29.1% |
| 1Y | +116.4% | +378.0% | -261.6% | +46.1% |
| 3Y | +239.3% | +106.7% | +132.7% | +116.3% |
| 5Y | -20.2% | -64.5% | +44.3% | -34.6% |
| All | +97.7% | -72.4% | +170.1% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling