+6.1%
IOVA vs M
-6.4%
+12.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | +5.1% | +2.4% | +2.7% | +4.5% |
| 30D | +37.2% | -11.6% | +48.8% | +40.8% |
| 3M | +117.5% | +1.6% | +115.9% | +114.8% |
| 6M | +69.6% | +25.2% | +44.4% | +59.8% |
| YTD | +218.7% | +3.8% | +214.9% | +210.9% |
| 1Y | +265.5% | +36.3% | +229.2% | +231.7% |
| 3Y | +46.2% | +116.3% | -70.1% | +18.0% |
| 5Y | -63.2% | +28.2% | -91.4% | -68.4% |
| 10Y | +6.1% | -3.4% | +9.5% | -22.8% |
| All | +6.1% | -6.4% | +12.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling