+4.4%
MCHP vs IOVA
-64.1%
+68.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | -9.8% | +31.7% | -41.5% | -12.5% |
| 3M | -19.7% | +117.3% | -137.0% | -27.2% |
| 6M | +13.6% | +55.8% | -42.3% | +5.9% |
| YTD | +16.5% | +208.8% | -192.3% | -1.0% |
| 1Y | +15.7% | +255.7% | -240.0% | -4.5% |
| 3Y | 0.0% | +41.7% | -41.7% | -17.5% |
| 5Y | +4.4% | -64.9% | +69.3% | -4.1% |
| All | +4.4% | -64.1% | +68.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling