-25.8%
DPZ vs IOVA
-67.8%
+41.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.0% | +11.3% | +0.7% |
| 7D | +9.5% | -19.0% | +28.5% | +10.4% |
| 30D | +12.8% | -40.3% | +53.1% | +14.6% |
| 3M | -6.2% | +78.3% | -84.6% | -10.0% |
| 6M | +4.3% | +94.5% | -90.2% | -1.0% |
| YTD | -16.6% | +183.5% | -200.1% | -23.1% |
| 1Y | -12.8% | +327.6% | -340.5% | -21.8% |
| 3Y | -0.8% | +83.8% | -84.7% | -12.2% |
| 5Y | -25.8% | -69.0% | +43.2% | -30.9% |
| All | -25.8% | -67.8% | +41.9% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling