+145.0%
DPZ vs IOVA
+0.8%
+144.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.5% |
| 7D | +2.2% | -3.5% | +5.7% | +2.4% |
| 30D | +15.5% | -45.4% | +60.9% | +18.5% |
| 3M | -2.0% | +19.0% | -21.0% | -4.2% |
| 6M | +12.1% | +112.0% | -99.9% | +4.8% |
| YTD | -16.6% | +184.2% | -200.8% | -24.3% |
| 1Y | -14.6% | +222.0% | -236.6% | -23.3% |
| 3Y | -4.1% | +92.6% | -96.7% | -16.8% |
| 5Y | -28.3% | -63.2% | +34.9% | -33.5% |
| All | +145.0% | +0.8% | +144.2% | +96.6% |
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