+350.4%
MDT vs IOVA
-92.7%
+443.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.5% |
| 7D | -3.7% | -1.4% | -2.3% | -3.7% |
| 30D | +8.6% | -47.4% | +56.0% | +9.4% |
| 3M | +12.2% | +13.2% | -1.0% | +11.6% |
| 6M | +33.7% | +114.3% | -80.6% | +31.5% |
| YTD | +7.8% | +179.5% | -171.7% | +5.4% |
| 1Y | +8.9% | +200.4% | -191.5% | +6.2% |
| 3Y | +57.6% | +92.2% | -34.6% | +52.9% |
| 5Y | -0.7% | -63.8% | +63.1% | -2.6% |
| 10Y | +60.3% | +0.4% | +59.9% | +55.3% |
| All | +350.4% | -92.7% | +443.1% | +336.2% |
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 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