+126.0%
IOVA vs DOC
+27.8%
+98.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.3% |
| 7D | -41.3% | +8.7% | -50.0% | -41.0% |
| 30D | -38.5% | +7.6% | -46.2% | -38.2% |
| 3M | +99.5% | -5.3% | +104.8% | +102.2% |
| 6M | +126.0% | +27.6% | +98.4% | +114.0% |
| All | +126.0% | +27.8% | +98.1% | +114.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling