+920.8%
MDB vs IOVA
+11.2%
+909.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.4% |
| 7D | -0.9% | +1.9% | -2.8% | -1.3% |
| 30D | -15.2% | -44.1% | +28.9% | -8.0% |
| 3M | -17.9% | +28.9% | -46.8% | -23.8% |
| 6M | +9.3% | +125.7% | -116.4% | -11.2% |
| YTD | -22.0% | +199.3% | -221.3% | -41.9% |
| 1Y | -9.3% | +255.2% | -264.5% | -35.2% |
| 3Y | -10.4% | +106.8% | -117.2% | -42.5% |
| 5Y | -43.2% | -67.1% | +23.8% | -51.8% |
| All | +920.8% | +11.2% | +909.6% | +563.6% |
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