+10.5%
MCD vs IOVA
+85.3%
-74.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | +7.1% | -5.2% | +12.3% | +7.1% |
| 30D | +19.8% | -37.8% | +57.5% | +19.9% |
| 3M | +0.8% | +29.5% | -28.7% | +0.2% |
| 6M | -1.3% | +96.6% | -97.9% | -2.5% |
| YTD | -7.8% | +194.5% | -202.3% | -9.3% |
| 1Y | -5.0% | +248.1% | -253.0% | -6.8% |
| 3Y | +10.5% | +86.1% | -75.6% | +7.5% |
| All | +10.5% | +85.3% | -74.7% | +7.5% |
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