+110.7%
MCK vs IOVA
+43.8%
+66.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | +0.2% |
| 7D | -2.9% | -2.2% | -0.8% | -2.9% |
| 30D | +0.4% | +27.6% | -27.2% | +0.8% |
| 3M | +12.1% | +117.2% | -105.1% | +13.4% |
| 6M | -5.4% | +77.7% | -83.1% | -4.5% |
| YTD | +7.8% | +215.0% | -207.2% | +9.8% |
| 1Y | +22.9% | +255.4% | -232.4% | +25.5% |
| 3Y | +110.7% | +42.6% | +68.1% | +118.4% |
| All | +110.7% | +43.8% | +66.9% | +118.4% |
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