+34.9%
MAS vs IOVA
+255.8%
-220.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -1.8% |
| 7D | +2.0% | -5.2% | +7.1% | +1.9% |
| 30D | +19.4% | -37.8% | +57.2% | +17.9% |
| 3M | +9.4% | +29.5% | -20.0% | +9.5% |
| 6M | +15.3% | +96.6% | -81.3% | +16.5% |
| YTD | +31.3% | +194.5% | -163.2% | +36.7% |
| 1Y | +34.9% | +248.1% | -213.2% | +40.3% |
| All | +34.9% | +255.8% | -220.9% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling