+6.4%
IOVA vs MTB
+119.7%
-113.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.0% | -2.0% | -5.0% | -6.3% |
| 30D | -44.4% | +0.1% | -44.6% | -44.6% |
| 3M | +24.7% | -12.1% | +36.8% | +29.5% |
| 6M | +118.6% | +7.3% | +111.3% | +110.9% |
| YTD | +196.3% | +11.5% | +184.8% | +180.3% |
| 1Y | +205.3% | +21.3% | +184.0% | +179.8% |
| 3Y | +103.8% | +104.1% | -0.4% | +58.3% |
| 5Y | -65.6% | +61.8% | -127.4% | -72.0% |
| 10Y | +6.4% | +115.4% | -108.9% | -20.8% |
| All | +6.4% | +119.7% | -113.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling