-54.2%
DOCS vs IOVA
-67.9%
+13.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -2.5% |
| 7D | -0.8% | -5.2% | +4.4% | -0.3% |
| 30D | +17.4% | -37.8% | +55.2% | +22.9% |
| 3M | +57.4% | +29.5% | +27.9% | +48.7% |
| 6M | +26.5% | +96.6% | -70.0% | +10.2% |
| YTD | -26.6% | +194.5% | -221.1% | -41.6% |
| 1Y | -48.1% | +248.1% | -296.1% | -60.0% |
| 3Y | +52.6% | +86.1% | -33.5% | +5.7% |
| All | -54.2% | -67.9% | +13.7% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling