+875.5%
MDB vs IOVA
+9.4%
+866.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.1% |
| 7D | -11.4% | -5.2% | -6.2% | -10.6% |
| 30D | -13.8% | -37.8% | +23.9% | -8.2% |
| 3M | -15.5% | +29.5% | -44.9% | -21.5% |
| 6M | +17.9% | +96.6% | -78.6% | -2.2% |
| YTD | -25.5% | +194.5% | -220.0% | -44.3% |
| 1Y | -12.1% | +248.1% | -260.1% | -36.9% |
| 3Y | -5.9% | +86.1% | -92.0% | -38.2% |
| 5Y | -43.7% | -67.8% | +24.1% | -51.9% |
| All | +875.5% | +9.4% | +866.1% | +535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling