-60.4%
IOVA vs MTB
+61.4%
-121.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -3.5% | +1.5% | -5.0% | -4.2% |
| 30D | -45.4% | +2.3% | -47.7% | -46.2% |
| 3M | +19.0% | -12.1% | +31.1% | +25.3% |
| 6M | +112.0% | +9.8% | +102.2% | +99.0% |
| YTD | +184.2% | +12.0% | +172.2% | +161.6% |
| 1Y | +222.0% | +22.0% | +200.0% | +183.1% |
| 3Y | +92.6% | +107.6% | -15.1% | +34.3% |
| All | -60.4% | +61.4% | -121.7% | -68.3% |
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