+40.2%
DUK vs IOVA
-66.4%
+106.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.9% |
| 7D | -1.7% | -6.4% | +4.8% | -1.6% |
| 30D | -2.2% | +25.4% | -27.7% | -2.5% |
| 3M | -3.7% | +115.3% | -119.0% | -4.5% |
| 6M | -6.3% | +56.5% | -62.9% | -6.9% |
| YTD | +4.5% | +198.2% | -193.7% | +3.2% |
| 1Y | +1.8% | +242.0% | -240.2% | +0.3% |
| 3Y | +46.8% | +36.8% | +10.0% | +44.1% |
| 5Y | +40.2% | -64.3% | +104.5% | +37.9% |
| All | +40.2% | -66.4% | +106.7% | +37.9% |
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