-64.9%
IOVA vs DTE
+31.9%
-96.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | +31.7% | -0.5% | +32.2% | +32.0% |
| 3M | +117.3% | -6.0% | +123.3% | +123.5% |
| 6M | +55.8% | -7.2% | +63.0% | +61.3% |
| YTD | +208.8% | +7.2% | +201.6% | +197.4% |
| 1Y | +255.7% | +4.1% | +251.6% | +248.9% |
| 3Y | +41.7% | +46.9% | -5.2% | +21.5% |
| 5Y | -64.9% | +32.9% | -97.8% | -69.5% |
| All | -64.9% | +31.9% | -96.8% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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