+95.3%
DOCU vs IOVA
-45.9%
+141.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.5% | -2.2% |
| 7D | -5.5% | -5.2% | -0.4% | -5.0% |
| 30D | +12.6% | -37.8% | +50.4% | +18.5% |
| 3M | +36.4% | +29.5% | +6.9% | +26.9% |
| 6M | +66.8% | +96.6% | -29.8% | +40.7% |
| YTD | +13.5% | +194.5% | -181.0% | -12.9% |
| 1Y | +11.3% | +248.1% | -236.8% | -17.6% |
| 3Y | +92.1% | +86.1% | +5.9% | +29.0% |
| 5Y | -71.0% | -67.8% | -3.1% | -74.9% |
| All | +95.3% | -45.9% | +141.2% | +24.0% |
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