+70.6%
MA vs IOVA
+107.4%
-36.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -7.0% | +5.2% | -1.7% |
| 30D | +11.0% | -44.4% | +55.5% | +11.8% |
| 3M | +17.9% | +24.7% | -6.8% | +16.3% |
| 6M | +33.2% | +118.6% | -85.5% | +29.0% |
| YTD | +16.5% | +196.3% | -179.9% | +11.3% |
| 1Y | +19.1% | +205.3% | -186.2% | +13.6% |
| All | +70.6% | +107.4% | -36.9% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling