-92.1%
IOVA vs DTE
+496.6%
-588.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +5.1% | +0.9% | +4.2% | +4.7% |
| 30D | +37.2% | -1.9% | +39.1% | +38.1% |
| 3M | +117.5% | -3.3% | +120.8% | +119.7% |
| 6M | +69.6% | -7.1% | +76.7% | +73.7% |
| YTD | +218.7% | +8.1% | +210.6% | +209.6% |
| 1Y | +265.5% | +5.3% | +260.3% | +259.2% |
| 3Y | +46.2% | +48.2% | -1.9% | +29.3% |
| 5Y | -63.2% | +33.2% | -96.5% | -67.0% |
| 10Y | +6.1% | +137.5% | -131.4% | -19.4% |
| All | -92.1% | +496.6% | -588.7% | -93.7% |
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