+29.8%
MLM vs IOVA
-67.3%
+97.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | -3.8% | +1.9% | -5.7% | -3.9% |
| 30D | +11.0% | -44.1% | +55.1% | +12.8% |
| 3M | -3.1% | +28.9% | -31.9% | -5.4% |
| 6M | -9.8% | +125.7% | -135.5% | -15.1% |
| YTD | -14.4% | +199.3% | -213.6% | -21.3% |
| 1Y | -12.6% | +255.2% | -267.8% | -20.6% |
| 3Y | +19.7% | +106.8% | -87.1% | +5.7% |
| 5Y | +29.8% | -67.1% | +96.8% | +23.4% |
| All | +29.8% | -67.3% | +97.0% | +23.4% |
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