-11.6%
MDB vs IOVA
+99.0%
-110.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | +6.8% | -3.5% | +10.3% | +7.1% |
| 30D | -6.2% | -45.4% | +39.2% | -2.3% |
| 3M | -29.2% | +19.0% | -48.3% | -30.9% |
| 6M | +10.3% | +112.0% | -101.7% | +0.7% |
| YTD | -20.4% | +184.2% | -204.6% | -31.1% |
| 1Y | -4.8% | +222.0% | -226.8% | -19.0% |
| 3Y | -11.6% | +92.6% | -104.1% | -27.9% |
| All | -11.6% | +99.0% | -110.6% | -27.9% |
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