-17.2%
DXCM vs IOVA
+95.6%
-112.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +1.6% |
| 7D | -3.6% | -1.4% | -2.2% | -3.6% |
| 30D | -4.3% | -47.4% | +43.1% | -1.8% |
| 3M | -10.4% | +13.2% | -23.6% | -12.2% |
| 6M | +33.1% | +114.3% | -81.2% | +23.8% |
| YTD | +22.6% | +179.5% | -156.9% | +10.0% |
| 1Y | +36.5% | +200.4% | -163.9% | +21.5% |
| All | -17.2% | +95.6% | -112.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling