+2.5%
MDT vs IOVA
+244.9%
-242.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | -1.6% | -6.4% | +4.8% | -1.5% |
| 30D | +1.0% | +25.4% | -24.4% | +0.6% |
| 3M | +15.2% | +115.3% | -100.1% | +13.4% |
| 6M | +3.7% | +56.5% | -52.9% | +2.3% |
| YTD | -3.0% | +198.2% | -201.1% | -5.3% |
| 1Y | +2.5% | +242.0% | -239.5% | +0.2% |
| All | +2.5% | +244.9% | -242.4% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling