+613.7%
MCHP vs IOVA
-91.6%
+705.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +1.7% | +9.7% | -8.0% | +1.4% |
| 30D | -4.1% | +102.5% | -106.6% | -6.7% |
| 3M | -22.5% | +100.7% | -123.2% | -24.8% |
| 6M | +7.3% | +106.3% | -99.1% | +3.7% |
| YTD | +18.4% | +222.0% | -203.6% | +12.4% |
| 1Y | +18.1% | +299.5% | -281.4% | +10.9% |
| 3Y | -2.8% | +42.9% | -45.7% | -7.9% |
| 5Y | +5.5% | -65.0% | +70.5% | +2.1% |
| 10Y | +185.8% | +10.3% | +175.5% | +168.9% |
| All | +613.7% | -91.6% | +705.4% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling