+8.9%
DOCS vs IOVA
+44.8%
-35.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -2.8% |
| 7D | -1.4% | +9.7% | -11.2% | -2.1% |
| 30D | +21.8% | +102.5% | -80.7% | +14.8% |
| 3M | +27.3% | +100.7% | -73.4% | +19.4% |
| 6M | -0.3% | +106.3% | -106.7% | -7.6% |
| YTD | -40.5% | +222.0% | -262.5% | -47.7% |
| 1Y | -61.5% | +299.5% | -361.1% | -67.3% |
| All | +8.9% | +44.8% | -35.9% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling