+61.6%
DRAM vs IOVA
+142.2%
-80.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.2% | +10.3% |
| 7D | -0.6% | -7.0% | +6.4% | +0.4% |
| 30D | -18.0% | -44.4% | +26.4% | -14.7% |
| 3M | -11.9% | +24.7% | -36.5% | -10.0% |
| 6M | -18.6% | +118.6% | -137.2% | -16.7% |
| All | +61.6% | +142.2% | -80.7% | +66.2% |
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