+954.3%
MDB vs IOVA
+10.1%
+944.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.0% | -7.0% | +10.0% | +4.2% |
| 30D | -11.3% | -44.4% | +33.1% | -3.8% |
| 3M | -23.0% | +24.7% | -47.7% | -28.1% |
| 6M | +14.8% | +118.6% | -103.9% | -6.3% |
| YTD | -19.4% | +196.3% | -215.8% | -39.9% |
| 1Y | -9.0% | +205.3% | -214.2% | -32.9% |
| 3Y | -10.3% | +103.8% | -114.1% | -42.3% |
| 5Y | -38.4% | -65.6% | +27.2% | -48.1% |
| All | +954.3% | +10.1% | +944.3% | +586.4% |
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