-13.2%
MCHP vs IOVA
+99.0%
-112.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +5.7% | -3.5% | +9.2% | +6.0% |
| 30D | -13.4% | -45.4% | +32.0% | -10.2% |
| 3M | -20.1% | +19.0% | -39.1% | -22.5% |
| 6M | -35.5% | +112.0% | -147.5% | -41.3% |
| YTD | -1.6% | +184.2% | -185.8% | -14.6% |
| 1Y | +15.5% | +222.0% | -206.5% | -1.6% |
| 3Y | -13.2% | +92.6% | -105.7% | -31.5% |
| All | -13.2% | +99.0% | -112.2% | -31.5% |
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