+193.4%
MCD vs IOVA
+0.8%
+192.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -1.6% | -3.5% | +1.8% | -1.5% |
| 30D | +14.1% | -45.4% | +59.5% | +15.8% |
| 3M | +0.6% | +19.0% | -18.4% | -0.9% |
| 6M | 0.0% | +112.0% | -112.0% | -4.0% |
| YTD | -9.3% | +184.2% | -193.5% | -14.4% |
| 1Y | -9.3% | +222.0% | -231.3% | -15.0% |
| 3Y | +8.6% | +92.6% | -83.9% | -1.1% |
| 5Y | +21.9% | -63.2% | +85.1% | +16.7% |
| All | +193.4% | +0.8% | +192.7% | +174.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling