+38.0%
MDT vs IOVA
+3.8%
+34.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -1.6% | -6.4% | +4.8% | -1.2% |
| 30D | +1.0% | +25.4% | -24.4% | -0.4% |
| 3M | +15.2% | +115.3% | -100.1% | +9.3% |
| 6M | +3.7% | +56.5% | -52.9% | -0.3% |
| YTD | -3.0% | +198.2% | -201.1% | -10.9% |
| 1Y | +2.5% | +242.0% | -239.5% | -7.2% |
| 3Y | +26.5% | +36.8% | -10.4% | +13.5% |
| 5Y | -18.3% | -64.3% | +46.0% | -23.2% |
| All | +38.0% | +3.8% | +34.2% | +20.8% |
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