+78.4%
MMM vs IOVA
+7.2%
+71.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.6% | -7.0% | +4.4% | -2.3% |
| 30D | +17.4% | -44.4% | +61.8% | +20.0% |
| 3M | +3.6% | +24.7% | -21.1% | +1.1% |
| 6M | +33.0% | +118.6% | -85.6% | +25.0% |
| YTD | +19.6% | +196.3% | -176.7% | +9.6% |
| 1Y | +14.0% | +205.3% | -191.2% | +4.0% |
| 3Y | +164.3% | +103.8% | +60.5% | +131.8% |
| 5Y | +49.3% | -65.6% | +114.9% | +39.4% |
| 10Y | +78.4% | +6.4% | +71.9% | +51.6% |
| All | +78.4% | +7.2% | +71.2% | +51.6% |
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