+387.0%
DUK vs IOVA
-92.6%
+479.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +1.9% | -3.5% | +5.4% | +2.0% |
| 30D | +8.9% | -45.4% | +54.3% | +9.1% |
| 3M | +5.6% | +19.0% | -13.5% | +5.3% |
| 6M | +7.0% | +112.0% | -105.0% | +6.4% |
| YTD | +14.0% | +184.2% | -170.2% | +13.2% |
| 1Y | +9.1% | +222.0% | -212.9% | +8.2% |
| 3Y | +67.6% | +92.6% | -25.0% | +65.9% |
| 5Y | +56.6% | -63.2% | +119.8% | +55.5% |
| 10Y | +159.8% | +2.1% | +157.7% | +158.0% |
| All | +387.0% | -92.6% | +479.6% | +381.7% |
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