+6.1%
IOVA vs DAR
+367.0%
-360.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -2.2% |
| 7D | +5.1% | -0.9% | +5.9% | +5.4% |
| 30D | +37.2% | +13.0% | +24.3% | +30.1% |
| 3M | +117.5% | +15.0% | +102.5% | +104.4% |
| 6M | +69.6% | +26.8% | +42.8% | +50.8% |
| YTD | +218.7% | +86.4% | +132.3% | +139.1% |
| 1Y | +265.5% | +115.1% | +150.5% | +155.3% |
| 3Y | +46.2% | +14.6% | +31.6% | +28.7% |
| 5Y | -63.2% | -8.8% | -54.5% | -66.4% |
| 10Y | +6.1% | +356.5% | -350.4% | -57.9% |
| All | +6.1% | +367.0% | -360.9% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling