-70.5%
DOCU vs IOVA
-67.8%
-2.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -11.0% | +9.1% | -0.6% |
| 7D | -3.2% | -19.0% | +15.8% | -1.0% |
| 30D | +15.7% | -40.3% | +56.0% | +21.4% |
| 3M | +37.3% | +78.3% | -41.1% | +22.6% |
| 6M | +63.1% | +94.5% | -31.3% | +41.2% |
| YTD | +15.4% | +183.5% | -168.1% | -7.8% |
| 1Y | +11.3% | +327.6% | -316.3% | -17.7% |
| 3Y | +92.1% | +83.8% | +8.2% | +30.3% |
| 5Y | -70.5% | -69.0% | -1.5% | -63.4% |
| All | -70.5% | -67.8% | -2.7% | -63.4% |
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