+68.5%
MAR vs IOVA
+51.6%
+16.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -4.2% | +9.7% | -13.9% | -4.6% |
| 30D | -6.7% | +102.5% | -109.2% | -10.2% |
| 3M | -12.5% | +100.7% | -113.2% | -16.1% |
| 6M | +0.6% | +106.3% | -105.8% | -4.2% |
| YTD | +9.1% | +222.0% | -212.9% | +1.0% |
| 1Y | +26.2% | +299.5% | -273.3% | +14.7% |
| All | +68.5% | +51.6% | +16.9% | +49.2% |
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