+554.8%
MA vs IOVA
+28.7%
+526.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | +11.3% | -44.1% | +55.4% | +14.6% |
| 3M | +16.7% | +28.9% | -12.2% | +12.5% |
| 6M | +32.8% | +125.7% | -92.9% | +21.3% |
| YTD | +15.6% | +199.3% | -183.7% | +2.0% |
| 1Y | +19.6% | +255.2% | -235.6% | +3.7% |
| 3Y | +72.1% | +106.8% | -34.7% | +41.0% |
| 5Y | +96.0% | -67.1% | +163.1% | +80.5% |
| 10Y | +554.8% | +16.7% | +538.1% | +398.7% |
| All | +554.8% | +28.7% | +526.1% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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