+21.6%
MCD vs IOVA
-64.9%
+86.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.6% | -1.5% |
| 7D | -2.8% | +9.7% | -12.6% | -2.9% |
| 30D | -6.0% | +102.5% | -108.6% | -6.9% |
| 3M | -5.6% | +100.7% | -106.3% | -6.6% |
| 6M | -21.9% | +106.3% | -128.2% | -22.8% |
| YTD | -14.7% | +222.0% | -236.7% | -16.4% |
| 1Y | -17.3% | +299.5% | -316.8% | -19.2% |
| 3Y | -2.2% | +42.9% | -45.1% | -4.6% |
| All | +21.6% | -64.9% | +86.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling