+13.5%
MCHP vs IOVA
+244.9%
-231.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.9% |
| 7D | -2.1% | -6.4% | +4.3% | -2.0% |
| 30D | -11.1% | +25.4% | -36.5% | -11.3% |
| 3M | -18.1% | +115.3% | -133.4% | -18.8% |
| 6M | +10.8% | +56.5% | -45.8% | +9.9% |
| YTD | +14.2% | +198.2% | -183.9% | +11.8% |
| 1Y | +13.5% | +242.0% | -228.6% | +13.6% |
| All | +13.5% | +244.9% | -231.5% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling