-92.7%
IOVA vs M
+67.5%
-160.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.5% | +5.0% |
| 7D | -5.2% | -4.3% | -0.9% | -4.3% |
| 30D | -37.8% | +1.3% | -39.0% | -38.4% |
| 3M | +29.5% | -7.4% | +36.8% | +30.8% |
| 6M | +96.6% | +18.3% | +78.2% | +85.9% |
| YTD | +194.5% | +7.6% | +186.9% | +182.8% |
| 1Y | +248.1% | +17.4% | +230.7% | +225.1% |
| 3Y | +86.1% | +108.4% | -22.2% | +48.3% |
| 5Y | -67.8% | -10.6% | -57.2% | -70.7% |
| 10Y | +38.6% | -3.2% | +41.8% | +8.8% |
| All | -92.7% | +67.5% | -160.2% | -94.2% |
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