+36.9%
DXCM vs IOVA
+255.8%
-218.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -6.0% |
| 7D | -3.5% | -5.2% | +1.7% | -3.5% |
| 30D | -5.8% | -37.8% | +32.0% | -5.7% |
| 3M | -4.3% | +29.5% | -33.8% | -4.2% |
| 6M | +31.6% | +96.6% | -65.0% | +30.8% |
| YTD | +19.6% | +194.5% | -174.9% | +12.8% |
| 1Y | +36.9% | +248.1% | -211.2% | +25.4% |
| All | +36.9% | +255.8% | -218.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling