-28.1%
DT vs IOVA
-63.5%
+35.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -4.9% | +5.1% | -9.9% | -5.2% |
| 30D | +2.7% | +37.2% | -34.5% | -0.2% |
| 3M | +20.0% | +117.5% | -97.5% | +10.6% |
| 6M | +28.0% | +69.6% | -41.6% | +19.7% |
| YTD | +16.0% | +218.7% | -202.6% | +0.7% |
| 1Y | +0.7% | +265.5% | -264.8% | -14.7% |
| 3Y | +6.2% | +46.2% | -40.0% | -13.8% |
| 5Y | -28.1% | -63.2% | +35.1% | -32.3% |
| All | -28.1% | -63.5% | +35.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling