+156.4%
MAR vs IOVA
-63.5%
+219.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -1.7% | +5.1% | -6.8% | -2.0% |
| 30D | -6.9% | +37.2% | -44.1% | -9.0% |
| 3M | -15.8% | +117.5% | -133.3% | -20.9% |
| 6M | +1.9% | +69.6% | -67.6% | -3.1% |
| YTD | +6.6% | +218.7% | -212.1% | -3.8% |
| 1Y | +23.7% | +265.5% | -241.9% | +9.6% |
| 3Y | +64.6% | +46.2% | +18.4% | +44.3% |
| 5Y | +156.4% | -63.2% | +219.6% | +142.1% |
| All | +156.4% | -63.5% | +219.9% | +142.1% |
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