+317.9%
DRI vs IOVA
-0.9%
+318.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | 0.0% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +10.8% | -47.4% | +58.2% | +15.4% |
| 3M | +0.9% | +13.2% | -12.3% | -2.3% |
| 6M | +16.3% | +114.3% | -98.0% | +5.1% |
| YTD | +27.8% | +179.5% | -151.7% | +10.8% |
| 1Y | +33.9% | +200.4% | -166.5% | +14.9% |
| 3Y | +67.2% | +92.2% | -25.0% | +34.3% |
| 5Y | +79.0% | -63.8% | +142.8% | +61.0% |
| All | +317.9% | -0.9% | +318.8% | +258.0% |
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