-92.0%
IOVA vs M
+65.9%
-157.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.5% | +0.4% |
| 7D | +9.7% | +4.7% | +5.0% | +8.5% |
| 30D | +102.5% | -9.6% | +112.2% | +106.8% |
| 3M | +100.7% | +0.9% | +99.8% | +98.5% |
| 6M | +106.3% | +22.3% | +84.1% | +94.6% |
| YTD | +222.0% | +6.5% | +215.5% | +211.7% |
| 1Y | +299.5% | +38.8% | +260.8% | +259.2% |
| 3Y | +42.9% | +115.9% | -73.0% | +13.5% |
| 5Y | -65.0% | +28.6% | -93.6% | -70.4% |
| 10Y | +10.3% | -2.5% | +12.8% | -13.3% |
| All | -92.0% | +65.9% | -157.9% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling