+66.5%
DRI vs IOVA
+99.0%
-32.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +1.1% | -3.5% | +4.5% | +1.2% |
| 30D | +9.7% | -45.4% | +55.1% | +11.2% |
| 3M | +3.2% | +19.0% | -15.8% | +1.4% |
| 6M | +20.6% | +112.0% | -91.5% | +15.3% |
| YTD | +28.3% | +184.2% | -156.0% | +20.3% |
| 1Y | +34.5% | +222.0% | -187.5% | +25.2% |
| 3Y | +66.5% | +92.6% | -26.0% | +53.2% |
| All | +66.5% | +99.0% | -32.4% | +53.2% |
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 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