+86.1%
IOVA vs M
+100.8%
-14.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.5% | +5.5% |
| 7D | -5.2% | -4.3% | -0.9% | -3.9% |
| 30D | -37.8% | +1.3% | -39.0% | -38.7% |
| 3M | +29.5% | -7.4% | +36.8% | +31.3% |
| 6M | +96.6% | +18.3% | +78.2% | +79.1% |
| YTD | +194.5% | +7.6% | +186.9% | +173.9% |
| 1Y | +248.1% | +17.4% | +230.7% | +207.4% |
| 3Y | +86.1% | +108.4% | -22.2% | +2.4% |
| All | +86.1% | +100.8% | -14.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling