-33.5%
MKC vs IOVA
-64.1%
+30.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | -4.3% | -2.2% | -2.1% | -4.3% |
| 30D | -3.1% | +31.7% | -34.8% | -3.6% |
| 3M | +6.8% | +117.3% | -110.4% | +5.2% |
| 6M | -18.3% | +55.8% | -74.2% | -19.1% |
| YTD | -23.1% | +208.8% | -231.8% | -25.0% |
| 1Y | -23.7% | +255.7% | -279.4% | -26.0% |
| 3Y | -31.0% | +41.7% | -72.7% | -33.9% |
| 5Y | -33.5% | -64.9% | +31.4% | -36.4% |
| All | -33.5% | -64.1% | +30.6% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling