+112.2%
DT vs IOVA
-66.0%
+178.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | +0.1% | +31.7% | -31.7% | -3.6% |
| 3M | +24.1% | +117.3% | -93.2% | +9.8% |
| 6M | +30.1% | +55.8% | -25.7% | +18.6% |
| YTD | +16.8% | +208.8% | -192.0% | -4.8% |
| 1Y | -0.1% | +255.7% | -255.8% | -21.4% |
| 3Y | +6.8% | +41.7% | -34.8% | -20.1% |
| 5Y | -28.4% | -64.9% | +36.5% | -35.7% |
| All | +112.2% | -66.0% | +178.2% | +76.4% |
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