+1,087.4%
MAR vs IOVA
-91.6%
+1,179.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -4.2% | +9.7% | -13.9% | -4.3% |
| 30D | -6.7% | +102.5% | -109.2% | -8.2% |
| 3M | -12.5% | +100.7% | -113.2% | -14.0% |
| 6M | +0.6% | +106.3% | -105.8% | -1.4% |
| YTD | +9.1% | +222.0% | -212.9% | +5.8% |
| 1Y | +26.2% | +299.5% | -273.3% | +21.6% |
| 3Y | +68.2% | +42.9% | +25.2% | +62.6% |
| 5Y | +163.9% | -65.0% | +228.9% | +158.1% |
| 10Y | +420.6% | +10.3% | +410.3% | +399.7% |
| All | +1,087.4% | -91.6% | +1,179.0% | +1,008.8% |
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