-2.5%
DPZ vs IOVA
+78.3%
-80.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.0% | +11.3% | +0.6% |
| 7D | +9.5% | -19.0% | +28.5% | +10.1% |
| 30D | +12.8% | -40.3% | +53.1% | +14.1% |
| 3M | -6.2% | +78.3% | -84.6% | -8.9% |
| 6M | +4.3% | +94.5% | -90.2% | +0.4% |
| YTD | -16.6% | +183.5% | -200.1% | -21.6% |
| 1Y | -12.8% | +327.6% | -340.5% | -20.0% |
| All | -2.5% | +78.3% | -80.9% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling