+87.8%
DT vs IOVA
-68.7%
+156.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +3.1% | -3.5% | +6.6% | +3.5% |
| 30D | -29.5% | -45.4% | +15.9% | -25.3% |
| 3M | -11.7% | +19.0% | -30.7% | -15.8% |
| 6M | +29.0% | +112.0% | -83.0% | +11.4% |
| YTD | +3.4% | +184.2% | -180.9% | -16.7% |
| 1Y | -4.2% | +222.0% | -226.2% | -24.6% |
| 3Y | -12.8% | +92.6% | -105.4% | -39.8% |
| 5Y | -39.6% | -63.2% | +23.6% | -47.8% |
| All | +87.8% | -68.7% | +156.6% | +54.3% |
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