+92.3%
MA vs IOVA
-67.9%
+160.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | +2.3% | -5.2% | +7.5% | +2.4% |
| 30D | +14.7% | -37.8% | +52.4% | +15.9% |
| 3M | +13.5% | +29.5% | -16.0% | +11.0% |
| 6M | +33.1% | +96.6% | -63.5% | +27.0% |
| YTD | +15.1% | +194.5% | -179.4% | +7.0% |
| 1Y | +18.7% | +248.1% | -229.3% | +9.4% |
| 3Y | +72.1% | +86.1% | -14.0% | +52.9% |
| All | +92.3% | -67.9% | +160.2% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling