+349.5%
DUK vs IOVA
-91.6%
+441.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | 0.0% | +9.7% | -9.8% | -0.1% |
| 30D | -1.7% | +102.5% | -104.2% | -2.0% |
| 3M | -0.4% | +100.7% | -101.1% | -0.8% |
| 6M | -7.2% | +106.3% | -113.6% | -7.7% |
| YTD | +5.3% | +222.0% | -216.7% | +4.5% |
| 1Y | +3.0% | +299.5% | -296.6% | +2.1% |
| 3Y | +53.1% | +42.9% | +10.1% | +51.8% |
| 5Y | +37.9% | -65.0% | +102.9% | +37.1% |
| 10Y | +124.8% | +10.3% | +114.5% | +123.4% |
| All | +349.5% | -91.6% | +441.1% | +344.8% |
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