+67.0%
DRI vs IOVA
+85.3%
-18.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | +2.8% | -5.2% | +8.0% | +2.9% |
| 30D | +13.3% | -37.8% | +51.0% | +14.3% |
| 3M | +8.2% | +29.5% | -21.3% | +6.0% |
| 6M | +17.5% | +96.6% | -79.0% | +12.7% |
| YTD | +26.9% | +194.5% | -167.6% | +18.9% |
| 1Y | +31.6% | +248.1% | -216.5% | +22.0% |
| 3Y | +67.0% | +86.1% | -19.2% | +54.1% |
| All | +67.0% | +85.3% | -18.3% | +54.1% |
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