+27.5%
MDT vs IOVA
+50.0%
-22.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.9% |
| 7D | +0.4% | +5.1% | -4.7% | +0.2% |
| 30D | +6.0% | +37.2% | -31.2% | +4.8% |
| 3M | +15.5% | +117.5% | -102.0% | +11.9% |
| 6M | +3.4% | +69.6% | -66.2% | +0.7% |
| YTD | -2.2% | +218.7% | -220.8% | -7.3% |
| 1Y | +2.6% | +265.5% | -263.0% | -3.8% |
| 3Y | +27.5% | +46.2% | -18.7% | +16.3% |
| All | +27.5% | +50.0% | -22.5% | +16.3% |
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