+8.4%
DXCM vs IOVA
+250.8%
-242.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -6.2% | +5.1% | -11.3% | -6.2% |
| 30D | -0.3% | +37.2% | -37.5% | -0.5% |
| 3M | +10.3% | +117.5% | -107.2% | +9.1% |
| 6M | +24.1% | +69.6% | -45.5% | +23.8% |
| YTD | +27.4% | +218.7% | -191.3% | +20.5% |
| 1Y | +8.4% | +265.5% | -257.2% | +4.9% |
| All | +8.4% | +250.8% | -242.4% | +4.9% |
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 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