+29.8%
MGY vs IOVA
+36.1%
-6.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | +1.8% | -6.4% | +8.2% | +2.1% |
| 30D | +6.5% | +25.4% | -18.9% | +5.1% |
| 3M | +0.3% | +115.3% | -115.0% | -4.3% |
| 6M | -2.4% | +56.5% | -58.9% | -5.6% |
| YTD | +29.0% | +198.2% | -169.2% | +19.1% |
| 1Y | +17.0% | +242.0% | -225.0% | +6.5% |
| All | +29.8% | +36.1% | -6.3% | +17.2% |
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 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