-63.2%
IOVA vs MTB
+102.5%
-165.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +5.1% | +2.8% | +2.3% | +3.7% |
| 30D | +37.2% | -4.2% | +41.4% | +39.6% |
| 3M | +117.5% | +7.8% | +109.7% | +107.5% |
| 6M | +69.6% | +14.8% | +54.8% | +57.6% |
| YTD | +218.7% | +20.8% | +197.9% | +184.9% |
| 1Y | +265.5% | +23.1% | +242.4% | +222.5% |
| 3Y | +46.2% | +114.8% | -68.6% | +0.1% |
| 5Y | -63.2% | +103.3% | -166.5% | -76.0% |
| All | -63.2% | +102.5% | -165.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling