-0.4%
MCHP vs IOVA
+45.5%
-45.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -1.0% |
| 7D | +2.8% | +5.1% | -2.3% | +2.4% |
| 30D | -12.8% | +37.2% | -50.1% | -15.1% |
| 3M | -19.2% | +117.5% | -136.7% | -25.1% |
| 6M | +14.5% | +69.6% | -55.0% | +7.8% |
| YTD | +17.1% | +218.7% | -201.6% | +2.5% |
| 1Y | +15.3% | +265.5% | -250.2% | -1.5% |
| All | -0.4% | +45.5% | -45.9% | -18.4% |
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