-6.4%
MDB vs IOVA
+44.8%
-51.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.2% |
| 7D | -17.4% | +9.7% | -27.2% | -18.1% |
| 30D | -2.0% | +102.5% | -104.6% | -8.3% |
| 3M | -3.0% | +100.7% | -103.7% | -9.9% |
| 6M | +48.7% | +106.3% | -57.7% | +36.2% |
| YTD | -12.1% | +222.0% | -234.1% | -24.1% |
| 1Y | +14.5% | +299.5% | -285.0% | -4.6% |
| All | -6.4% | +44.8% | -51.3% | -23.2% |
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