+27.5%
MCO vs IOVA
-66.4%
+93.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -7.3% | -6.4% | -0.9% | -7.0% |
| 30D | -1.7% | +25.4% | -27.1% | -3.1% |
| 3M | +3.9% | +115.3% | -111.4% | -1.6% |
| 6M | +3.8% | +56.5% | -52.7% | -0.2% |
| YTD | -7.9% | +198.2% | -206.1% | -15.6% |
| 1Y | -6.8% | +242.0% | -248.9% | -16.0% |
| 3Y | +40.9% | +36.8% | +4.1% | +25.7% |
| 5Y | +27.5% | -64.3% | +91.7% | +17.0% |
| All | +27.5% | -66.4% | +93.9% | +17.0% |
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