+9.3%
MCO vs IOVA
+362.8%
-353.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +4.9% |
| 7D | +10.7% | -41.3% | +52.0% | +10.6% |
| 30D | +17.9% | -38.5% | +56.4% | +17.7% |
| 3M | +9.5% | +99.5% | -90.1% | +8.0% |
| 6M | +18.1% | +126.0% | -107.9% | +15.5% |
| YTD | +4.1% | +218.7% | -214.6% | +0.5% |
| 1Y | +9.3% | +378.0% | -368.7% | +5.5% |
| All | +9.3% | +362.8% | -353.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling