+353.2%
MDT vs IOVA
-92.3%
+445.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.2% | -7.0% | +3.8% | -3.1% |
| 30D | +10.5% | -44.4% | +55.0% | +11.2% |
| 3M | +13.0% | +24.7% | -11.7% | +12.2% |
| 6M | +38.7% | +118.6% | -80.0% | +36.3% |
| YTD | +8.5% | +196.3% | -187.9% | +5.9% |
| 1Y | +10.0% | +205.3% | -195.2% | +7.3% |
| 3Y | +58.6% | +103.8% | -45.2% | +53.7% |
| 5Y | -0.3% | -65.6% | +65.3% | -2.2% |
| 10Y | +61.3% | +6.4% | +54.8% | +56.2% |
| All | +353.2% | -92.3% | +445.5% | +338.5% |
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