+188.9%
MCHP vs IOVA
+3.8%
+185.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.5% |
| 7D | -2.1% | -6.4% | +4.3% | -1.3% |
| 30D | -11.1% | +25.4% | -36.5% | -13.9% |
| 3M | -18.1% | +115.3% | -133.4% | -27.3% |
| 6M | +10.8% | +56.5% | -45.8% | +1.4% |
| YTD | +14.2% | +198.2% | -183.9% | -5.7% |
| 1Y | +13.5% | +242.0% | -228.6% | -9.4% |
| 3Y | -2.0% | +36.8% | -38.8% | -21.9% |
| 5Y | +1.4% | -64.3% | +65.6% | -10.1% |
| All | +188.9% | +3.8% | +185.1% | +118.9% |
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