-64.5%
IOVA vs DOC
-22.8%
-41.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -3.4% |
| 7D | -41.3% | +8.7% | -50.0% | -44.7% |
| 30D | -38.5% | +7.6% | -46.2% | -42.0% |
| 3M | +99.5% | -5.3% | +104.8% | +103.1% |
| 6M | +126.0% | +27.6% | +98.4% | +84.9% |
| YTD | +218.7% | +32.4% | +186.3% | +152.7% |
| 1Y | +378.0% | +22.9% | +355.2% | +298.6% |
| 3Y | +106.7% | +43.1% | +63.6% | +57.8% |
| 5Y | -64.5% | -21.4% | -43.1% | -62.9% |
| All | -64.5% | -22.8% | -41.7% | -62.9% |
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