+1,414.4%
MAR vs IOVA
-92.3%
+1,506.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.0% | -7.0% | +8.0% | +1.1% |
| 30D | +16.2% | -44.4% | +60.7% | +17.3% |
| 3M | +23.1% | +24.7% | -1.6% | +22.0% |
| 6M | +22.0% | +118.6% | -96.7% | +19.2% |
| YTD | +39.2% | +196.3% | -157.2% | +34.7% |
| 1Y | +48.3% | +205.3% | -157.0% | +43.4% |
| 3Y | +123.4% | +103.8% | +19.6% | +114.2% |
| 5Y | +185.4% | -65.6% | +251.0% | +178.4% |
| 10Y | +539.2% | +6.4% | +532.7% | +512.3% |
| All | +1,414.4% | -92.3% | +1,506.7% | +1,311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling