-21.6%
MKC vs IOVA
+99.0%
-120.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -3.0% | -3.5% | +0.5% | -2.9% |
| 30D | +4.8% | -45.4% | +50.2% | +5.3% |
| 3M | -12.8% | +19.0% | -31.9% | -13.6% |
| 6M | +5.0% | +112.0% | -107.0% | +2.6% |
| YTD | -29.1% | +184.2% | -213.3% | -31.4% |
| 1Y | -26.4% | +222.0% | -248.4% | -29.2% |
| 3Y | -21.6% | +92.6% | -114.2% | -31.2% |
| All | -21.6% | +99.0% | -120.6% | -31.2% |
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