+2,871.1%
DPZ vs IOVA
-91.7%
+2,962.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +6.9% | +5.5% |
| 7D | +10.1% | -41.3% | +51.4% | +10.8% |
| 30D | +14.6% | -38.5% | +53.1% | +15.3% |
| 3M | -6.8% | +99.5% | -106.3% | -8.2% |
| 6M | +4.4% | +126.0% | -121.6% | +2.4% |
| YTD | -16.8% | +218.7% | -235.5% | -19.1% |
| 1Y | -14.5% | +378.0% | -392.5% | -17.4% |
| 3Y | -1.1% | +106.7% | -107.8% | -4.5% |
| 5Y | -28.0% | -64.5% | +36.5% | -29.5% |
| 10Y | +130.2% | +50.0% | +80.2% | +121.2% |
| All | +2,871.1% | -91.7% | +2,962.8% | +2,656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling