+233.2%
MKC vs IOVA
-91.6%
+324.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -5.9% | +9.7% | -15.6% | -5.9% |
| 30D | -0.9% | +102.5% | -103.4% | -1.4% |
| 3M | +12.7% | +100.7% | -88.0% | +12.0% |
| 6M | -19.3% | +106.3% | -125.6% | -19.9% |
| YTD | -22.2% | +222.0% | -244.1% | -23.0% |
| 1Y | -23.3% | +299.5% | -322.9% | -24.4% |
| 3Y | -30.0% | +42.9% | -72.9% | -30.9% |
| 5Y | -33.8% | -65.0% | +31.2% | -34.4% |
| 10Y | +24.4% | +10.3% | +14.1% | +22.5% |
| All | +233.2% | -91.6% | +324.8% | +222.0% |
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