+32.0%
MLM vs IOVA
-67.8%
+99.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.0% | +5.9% | -4.8% |
| 7D | -1.2% | -19.0% | +17.8% | -0.5% |
| 30D | +7.9% | -40.3% | +48.2% | +9.3% |
| 3M | -4.5% | +78.3% | -82.8% | -8.6% |
| 6M | -12.6% | +94.5% | -107.1% | -17.2% |
| YTD | -14.9% | +183.5% | -198.4% | -21.6% |
| 1Y | -13.1% | +327.6% | -340.7% | -22.2% |
| 3Y | +21.2% | +83.8% | -62.6% | +7.7% |
| 5Y | +32.0% | -69.0% | +101.0% | +24.8% |
| All | +32.0% | -67.8% | +99.8% | +24.8% |
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 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