+449.8%
MCD vs IOVA
-92.3%
+542.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | +7.1% | -5.2% | +12.3% | +7.2% |
| 30D | +19.8% | -37.8% | +57.5% | +20.1% |
| 3M | +0.8% | +29.5% | -28.7% | +0.4% |
| 6M | -1.3% | +96.6% | -97.9% | -2.2% |
| YTD | -7.8% | +194.5% | -202.3% | -9.1% |
| 1Y | -5.0% | +248.1% | -253.0% | -6.5% |
| 3Y | +10.5% | +86.1% | -75.6% | +8.5% |
| 5Y | +22.0% | -67.8% | +89.8% | +20.6% |
| 10Y | +216.7% | +38.6% | +178.0% | +210.9% |
| All | +449.8% | -92.3% | +542.1% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling