-7.8%
DPZ vs IOVA
+107.4%
-115.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.5% | -7.0% | +3.5% | -3.4% |
| 30D | +5.7% | -44.4% | +50.1% | +7.1% |
| 3M | -7.5% | +24.7% | -32.1% | -8.8% |
| 6M | +6.2% | +118.6% | -112.4% | +1.9% |
| YTD | -19.8% | +196.3% | -216.1% | -24.7% |
| 1Y | -18.0% | +205.3% | -223.2% | -23.2% |
| All | -7.8% | +107.4% | -115.3% | -15.7% |
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