+23.0%
MKSI vs IOVA
+67.9%
-45.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.0% |
| 7D | +6.6% | -2.2% | +8.8% | +6.7% |
| 30D | -8.2% | +31.7% | -39.9% | -8.7% |
| 3M | -16.4% | +117.3% | -133.7% | -18.7% |
| 6M | +23.0% | +55.8% | -32.9% | +37.8% |
| All | +23.0% | +67.9% | -45.0% | +37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling