+441.9%
MAR vs IOVA
+4.5%
+437.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | -0.5% | -2.2% | +1.7% | -0.3% |
| 30D | -4.7% | +31.7% | -36.4% | -6.8% |
| 3M | -15.6% | +117.3% | -132.9% | -21.5% |
| 6M | +1.2% | +55.8% | -54.6% | -4.0% |
| YTD | +7.5% | +208.8% | -201.3% | -4.3% |
| 1Y | +26.6% | +255.7% | -229.1% | +10.4% |
| 3Y | +66.0% | +41.7% | +24.3% | +43.7% |
| 5Y | +154.1% | -64.9% | +219.0% | +135.2% |
| 10Y | +441.9% | +6.3% | +435.5% | +336.3% |
| All | +441.9% | +4.5% | +437.4% | +336.3% |
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