-92.7%
IOVA vs M
+82.0%
-174.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -8.5% | +5.0% | -13.5% | -9.7% |
| 30D | -44.7% | +10.6% | -55.4% | -46.5% |
| 3M | +26.2% | +1.6% | +24.7% | +24.6% |
| 6M | +123.2% | +30.8% | +92.4% | +105.7% |
| YTD | +196.0% | +16.9% | +179.1% | +178.4% |
| 1Y | +240.9% | +26.3% | +214.7% | +212.8% |
| 3Y | +103.5% | +158.6% | -55.1% | +54.4% |
| 5Y | -65.5% | +2.1% | -67.6% | -69.5% |
| 10Y | +7.0% | -4.3% | +11.4% | -15.2% |
| All | -92.7% | +82.0% | -174.7% | -94.3% |
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