-93.1%
IOVA vs MTB
+352.1%
-445.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -47.4% | +0.8% | -48.2% | -47.7% |
| 3M | +13.2% | -12.8% | +26.0% | +18.8% |
| 6M | +114.3% | +6.7% | +107.6% | +105.9% |
| YTD | +179.5% | +11.3% | +168.2% | +162.1% |
| 1Y | +200.4% | +20.2% | +180.2% | +172.4% |
| 3Y | +92.2% | +103.8% | -11.6% | +40.9% |
| 5Y | -63.8% | +60.9% | -124.7% | -71.9% |
| 10Y | +0.4% | +115.0% | -114.6% | -40.7% |
| All | -93.1% | +352.1% | -445.2% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling