+72.2%
DOCU vs IOVA
-40.8%
+113.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | +6.9% | +9.7% | -2.8% | +5.4% |
| 30D | +19.0% | +102.5% | -83.5% | +5.1% |
| 3M | +34.3% | +100.7% | -66.4% | +17.4% |
| 6M | +48.0% | +106.3% | -58.3% | +26.2% |
| YTD | 0.0% | +222.0% | -222.0% | -22.0% |
| 1Y | -10.3% | +299.5% | -309.8% | -33.8% |
| 3Y | +32.4% | +42.9% | -10.5% | -3.9% |
| 5Y | -77.9% | -65.0% | -13.0% | -80.7% |
| All | +72.2% | -40.8% | +113.0% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling