+206.1%
MLM vs IOVA
+9.5%
+196.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | -2.9% | +9.7% | -12.6% | -3.5% |
| 30D | -6.8% | +102.5% | -109.4% | -11.6% |
| 3M | -11.2% | +100.7% | -111.9% | -16.1% |
| 6M | -21.8% | +106.3% | -128.2% | -26.8% |
| YTD | -17.0% | +222.0% | -239.0% | -25.1% |
| 1Y | -16.4% | +299.5% | -315.9% | -26.4% |
| 3Y | +14.5% | +42.9% | -28.5% | +1.1% |
| 5Y | +41.7% | -65.0% | +106.7% | +32.9% |
| All | +206.1% | +9.5% | +196.7% | +137.3% |
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