+88.5%
MA vs IOVA
-63.3%
+151.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +1.3% | -3.5% | +4.8% | +1.4% |
| 30D | +9.6% | -45.4% | +55.0% | +11.4% |
| 3M | +16.8% | +19.0% | -2.2% | +14.6% |
| 6M | +35.2% | +112.0% | -76.8% | +28.4% |
| YTD | +16.6% | +184.2% | -167.7% | +8.3% |
| 1Y | +19.8% | +222.0% | -202.2% | +10.5% |
| 3Y | +70.7% | +92.6% | -21.9% | +50.4% |
| All | +88.5% | -63.3% | +151.8% | +79.0% |
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