-92.9%
IOVA vs DTE
+512.8%
-605.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.5% | +3.4% | -6.9% | -4.6% |
| 30D | -45.4% | +8.9% | -54.3% | -47.2% |
| 3M | +19.0% | +1.1% | +18.0% | +18.0% |
| 6M | +112.0% | +0.1% | +111.9% | +110.7% |
| YTD | +184.2% | +11.1% | +173.2% | +172.2% |
| 1Y | +222.0% | +4.9% | +217.0% | +214.9% |
| 3Y | +92.6% | +58.6% | +34.0% | +66.0% |
| 5Y | -63.2% | +47.3% | -110.4% | -68.0% |
| 10Y | +2.1% | +151.3% | -149.2% | -23.5% |
| All | -92.9% | +512.8% | -605.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling