+210.4%
MGY vs IOVA
+20.3%
+190.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.3% |
| 7D | +3.5% | -2.2% | +5.7% | +3.7% |
| 30D | +5.3% | +27.6% | -22.3% | +3.1% |
| 3M | +2.6% | +117.2% | -114.5% | -4.5% |
| 6M | -3.3% | +77.7% | -81.0% | -9.3% |
| YTD | +29.2% | +215.0% | -185.8% | +14.4% |
| 1Y | +18.0% | +255.4% | -237.3% | +2.6% |
| 3Y | +30.0% | +42.6% | -12.6% | +12.2% |
| 5Y | +92.7% | -62.2% | +154.9% | +77.3% |
| All | +210.4% | +20.3% | +190.1% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling