+316.6%
MDT vs IOVA
-91.6%
+408.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | +3.2% | +9.7% | -6.5% | +3.1% |
| 30D | +9.5% | +102.5% | -93.0% | +8.2% |
| 3M | +16.0% | +100.7% | -84.7% | +14.5% |
| 6M | +0.2% | +106.3% | -106.1% | -1.2% |
| YTD | -0.3% | +222.0% | -222.3% | -2.5% |
| 1Y | +4.7% | +299.5% | -294.8% | +1.9% |
| 3Y | +26.5% | +42.9% | -16.4% | +23.4% |
| 5Y | -18.2% | -65.0% | +46.8% | -19.6% |
| 10Y | +40.0% | +10.3% | +29.7% | +35.8% |
| All | +316.6% | -91.6% | +408.2% | +303.8% |
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 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