+122.9%
MAR vs IOVA
+103.0%
+19.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.7% |
| 7D | +2.9% | -8.5% | +11.3% | +3.2% |
| 30D | +17.0% | -44.7% | +61.8% | +19.4% |
| 3M | +23.2% | +26.2% | -3.1% | +20.4% |
| 6M | +21.7% | +123.2% | -101.5% | +14.6% |
| YTD | +38.9% | +196.0% | -157.1% | +27.7% |
| 1Y | +48.7% | +240.9% | -192.3% | +35.3% |
| 3Y | +122.9% | +103.5% | +19.4% | +97.4% |
| All | +122.9% | +103.0% | +19.9% | +97.4% |
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