+203.5%
MKC vs IOVA
-92.3%
+295.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | -7.0% | -7.0% | 0.0% | -7.0% |
| 30D | +4.1% | -44.4% | +48.5% | +4.4% |
| 3M | -10.3% | +24.7% | -35.0% | -10.6% |
| 6M | +1.7% | +118.6% | -117.0% | +0.8% |
| YTD | -29.1% | +196.3% | -225.4% | -29.9% |
| 1Y | -26.0% | +205.3% | -231.3% | -26.9% |
| 3Y | -21.5% | +103.8% | -125.2% | -22.7% |
| 5Y | -35.0% | -65.6% | +30.5% | -35.7% |
| 10Y | +25.6% | +6.4% | +19.1% | +23.5% |
| All | +203.5% | -92.3% | +295.8% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling