+84.3%
MKSI vs IOVA
-62.2%
+146.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.4% |
| 7D | +2.7% | -2.2% | +4.9% | +2.9% |
| 30D | -12.8% | +27.6% | -40.4% | -15.8% |
| 3M | -22.5% | +117.2% | -139.7% | -31.7% |
| 6M | +19.4% | +77.7% | -58.3% | +7.1% |
| YTD | +67.7% | +215.0% | -147.3% | +36.0% |
| 1Y | +131.4% | +255.4% | -124.0% | +81.8% |
| 3Y | +197.3% | +42.6% | +154.7% | +132.9% |
| All | +84.3% | -62.2% | +146.5% | +55.2% |
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 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