+89.3%
IOVA vs M
+154.1%
-64.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -5.0% |
| 7D | -1.4% | +0.6% | -2.0% | -1.8% |
| 30D | -47.4% | +7.0% | -54.4% | -49.2% |
| 3M | +13.2% | +3.1% | +10.1% | +10.5% |
| 6M | +114.3% | +33.5% | +80.8% | +86.6% |
| YTD | +179.5% | +13.4% | +166.1% | +155.3% |
| 1Y | +200.4% | +22.4% | +178.0% | +161.9% |
| All | +89.3% | +154.1% | -64.8% | +24.5% |
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