-38.0%
DOCS vs IOVA
-67.6%
+29.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | 0.0% | +1.9% | -1.9% | -0.4% |
| 30D | +7.8% | -44.1% | +51.9% | +14.4% |
| 3M | +20.0% | +28.9% | -8.9% | +13.3% |
| 6M | +26.5% | +125.7% | -99.2% | +8.2% |
| YTD | -25.8% | +199.3% | -225.0% | -41.1% |
| 1Y | -39.5% | +255.2% | -294.7% | -53.6% |
| 3Y | +60.3% | +106.8% | -46.5% | +8.9% |
| 5Y | -57.0% | -67.1% | +10.0% | -60.9% |
| All | -38.0% | -67.6% | +29.6% | -40.8% |
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 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