-31.9%
MKC vs IOVA
+41.0%
-72.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.7% |
| 7D | -4.3% | -2.2% | -2.1% | -4.3% |
| 30D | -3.1% | +31.7% | -34.8% | -3.7% |
| 3M | +6.8% | +117.3% | -110.4% | +4.6% |
| 6M | -18.3% | +55.8% | -74.2% | -19.4% |
| YTD | -23.1% | +208.8% | -231.8% | -25.8% |
| 1Y | -23.7% | +255.7% | -279.4% | -27.1% |
| All | -31.9% | +41.0% | -72.9% | -41.4% |
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