+117.6%
DT vs IOVA
-64.6%
+182.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.8% |
| 7D | -3.3% | +9.7% | -13.0% | -4.4% |
| 30D | +2.0% | +102.5% | -100.5% | -7.9% |
| 3M | +20.0% | +100.7% | -80.7% | +7.4% |
| 6M | +39.3% | +106.3% | -67.0% | +21.9% |
| YTD | +19.8% | +222.0% | -202.2% | -2.8% |
| 1Y | +4.3% | +299.5% | -295.3% | -19.4% |
| 3Y | +7.7% | +42.9% | -35.2% | -19.3% |
| 5Y | -26.8% | -65.0% | +38.2% | -33.9% |
| All | +117.6% | -64.6% | +182.2% | +80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling