+18.5%
MLM vs IOVA
+44.8%
-26.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | -2.9% | +9.7% | -12.6% | -3.2% |
| 30D | -6.8% | +102.5% | -109.4% | -9.5% |
| 3M | -11.2% | +100.7% | -111.9% | -14.0% |
| 6M | -21.8% | +106.3% | -128.2% | -24.7% |
| YTD | -17.0% | +222.0% | -239.0% | -22.0% |
| 1Y | -16.4% | +299.5% | -315.9% | -22.7% |
| All | +18.5% | +44.8% | -26.3% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling