-63.3%
IOVA vs DOC
-24.5%
-38.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.2% |
| 7D | +9.7% | -1.5% | +11.2% | +10.8% |
| 30D | +102.5% | -4.8% | +107.3% | +107.6% |
| 3M | +100.7% | +6.9% | +93.8% | +90.1% |
| 6M | +106.3% | +20.7% | +85.6% | +78.6% |
| YTD | +222.0% | +34.1% | +187.8% | +157.3% |
| 1Y | +299.5% | +22.6% | +276.9% | +240.6% |
| 3Y | +42.9% | +20.8% | +22.1% | +20.6% |
| All | -63.3% | -24.5% | -38.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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