+164.6%
DOCN vs IOVA
-72.1%
+236.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +1.1% | +9.7% | -8.6% | -0.6% |
| 30D | -9.6% | +102.5% | -112.2% | -22.3% |
| 3M | -37.7% | +100.7% | -138.4% | -46.8% |
| 6M | +115.2% | +106.3% | +8.9% | +79.6% |
| YTD | +133.7% | +222.0% | -88.2% | +76.6% |
| 1Y | +250.2% | +299.5% | -49.4% | +149.4% |
| 3Y | +320.3% | +42.9% | +277.4% | +195.3% |
| 5Y | +53.1% | -65.0% | +118.1% | +28.4% |
| All | +164.6% | -72.1% | +236.7% | +120.8% |
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