+181.2%
MLM vs IOVA
+34.0%
+147.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.1% |
| 7D | -4.1% | -5.2% | +1.1% | -3.9% |
| 30D | +8.2% | -37.8% | +45.9% | +10.2% |
| 3M | -3.6% | +29.5% | -33.1% | -6.7% |
| 6M | -15.6% | +96.6% | -112.1% | -21.5% |
| YTD | -16.4% | +194.5% | -210.9% | -25.3% |
| 1Y | -14.3% | +248.1% | -262.4% | -24.6% |
| 3Y | +19.3% | +86.1% | -66.8% | +2.0% |
| 5Y | +29.6% | -67.8% | +97.4% | +20.6% |
| All | +181.2% | +34.0% | +147.2% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling