+61.7%
MAS vs IOVA
+78.3%
-16.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -11.0% | +7.6% | -2.9% |
| 7D | +4.6% | -19.0% | +23.6% | +5.5% |
| 30D | +19.9% | -40.3% | +60.2% | +21.9% |
| 3M | +8.9% | +78.3% | -69.4% | +2.5% |
| 6M | +20.2% | +94.5% | -74.3% | +11.6% |
| YTD | +33.9% | +183.5% | -149.6% | +19.1% |
| 1Y | +34.7% | +327.6% | -293.0% | +14.3% |
| All | +61.7% | +78.3% | -16.6% | +31.7% |
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