+427.0%
MCK vs IOVA
+9.7%
+417.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.1% |
| 7D | -2.9% | -2.2% | -0.8% | -2.9% |
| 30D | +0.4% | +27.6% | -27.2% | -0.3% |
| 3M | +12.1% | +117.2% | -105.1% | +9.1% |
| 6M | -5.4% | +77.7% | -83.1% | -7.7% |
| YTD | +7.8% | +215.0% | -207.2% | +3.0% |
| 1Y | +22.9% | +255.4% | -232.4% | +16.6% |
| 3Y | +110.7% | +42.6% | +68.1% | +97.1% |
| 5Y | +346.2% | -62.2% | +408.4% | +334.5% |
| All | +427.0% | +9.7% | +417.3% | +369.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling