+6.4%
IOVA vs M
-5.1%
+11.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -7.0% | -3.3% | -3.7% | -6.3% |
| 30D | -44.4% | +8.1% | -52.5% | -45.8% |
| 3M | +24.7% | +2.2% | +22.4% | +23.0% |
| 6M | +118.6% | +35.1% | +83.5% | +101.3% |
| YTD | +196.3% | +15.8% | +180.5% | +180.5% |
| 1Y | +205.3% | +25.8% | +179.4% | +182.0% |
| 3Y | +103.8% | +156.2% | -52.5% | +58.6% |
| 5Y | -65.6% | -2.4% | -63.2% | -69.3% |
| 10Y | +6.4% | -7.1% | +13.6% | -23.7% |
| All | +6.4% | -5.1% | +11.6% | -23.7% |
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