-48.1%
DXCM vs IOVA
-63.3%
+15.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +4.9% | -3.5% | +8.4% | +5.2% |
| 30D | -0.2% | -45.4% | +45.2% | +3.8% |
| 3M | -8.9% | +19.0% | -27.9% | -12.2% |
| 6M | +42.3% | +112.0% | -69.7% | +27.6% |
| YTD | +25.6% | +184.2% | -158.7% | +7.0% |
| 1Y | +39.5% | +222.0% | -182.5% | +17.0% |
| 3Y | -15.3% | +92.6% | -107.8% | -34.5% |
| All | -48.1% | -63.3% | +15.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling