-63.3%
IOVA vs M
+27.3%
-90.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.3% |
| 7D | +9.7% | +4.7% | +5.0% | +8.2% |
| 30D | +102.5% | -9.6% | +112.2% | +108.0% |
| 3M | +100.7% | +0.9% | +99.8% | +97.7% |
| 6M | +106.3% | +22.3% | +84.1% | +90.9% |
| YTD | +222.0% | +6.5% | +215.5% | +208.0% |
| 1Y | +299.5% | +38.8% | +260.8% | +245.2% |
| 3Y | +42.9% | +115.9% | -73.0% | +4.0% |
| All | -63.3% | +27.3% | -90.6% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling