+155.0%
DPZ vs IOVA
+9.5%
+145.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.8% |
| 7D | -2.5% | +9.7% | -12.3% | -3.1% |
| 30D | -7.0% | +102.5% | -109.5% | -11.2% |
| 3M | +11.6% | +100.7% | -89.1% | +6.1% |
| 6M | -15.2% | +106.3% | -121.5% | -20.0% |
| YTD | -17.2% | +222.0% | -239.2% | -24.5% |
| 1Y | -24.8% | +299.5% | -324.4% | -32.9% |
| 3Y | -8.7% | +42.9% | -51.6% | -18.3% |
| 5Y | -28.9% | -65.0% | +36.1% | -33.1% |
| All | +155.0% | +9.5% | +145.6% | +112.3% |
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