+124.0%
DPZ vs IOVA
+34.0%
+90.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.4% |
| 7D | +6.6% | -5.2% | +11.7% | +6.8% |
| 30D | +10.3% | -37.8% | +48.1% | +12.3% |
| 3M | -6.2% | +29.5% | -35.6% | -8.7% |
| 6M | +4.2% | +96.6% | -92.3% | -2.1% |
| YTD | -18.4% | +194.5% | -212.9% | -26.0% |
| 1Y | -14.9% | +248.1% | -263.0% | -23.9% |
| 3Y | -4.6% | +86.1% | -90.7% | -16.8% |
| 5Y | -27.4% | -67.8% | +40.4% | -31.9% |
| All | +124.0% | +34.0% | +90.0% | +84.5% |
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 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