-8.1%
DT vs IOVA
+85.3%
-93.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | -24.7% | -5.2% | -19.5% | -24.6% |
| 30D | -27.4% | -37.8% | +10.4% | -26.5% |
| 3M | -11.1% | +29.5% | -40.6% | -12.0% |
| 6M | +13.7% | +96.6% | -82.9% | +10.2% |
| YTD | +0.2% | +194.5% | -194.3% | -5.7% |
| 1Y | -5.7% | +248.1% | -253.7% | -12.2% |
| 3Y | -8.1% | +86.1% | -94.2% | -14.1% |
| All | -8.1% | +85.3% | -93.4% | -14.1% |
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