+7.3%
DT vs IOVA
+49.0%
-41.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.7% |
| 7D | -3.3% | +9.7% | -13.0% | -3.6% |
| 30D | +2.0% | +102.5% | -100.5% | -0.7% |
| 3M | +20.0% | +100.7% | -80.7% | +16.5% |
| 6M | +39.3% | +106.3% | -67.0% | +34.4% |
| YTD | +19.8% | +222.0% | -202.2% | +12.1% |
| 1Y | +4.3% | +299.5% | -295.3% | -4.0% |
| All | +7.3% | +49.0% | -41.6% | -5.6% |
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