+53.8%
MMM vs IOVA
+6.6%
+47.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | +5.1% | -6.7% | -1.9% |
| 30D | -8.0% | +37.2% | -45.2% | -9.7% |
| 3M | +9.4% | +117.5% | -108.1% | +4.0% |
| 6M | +10.2% | +69.6% | -59.3% | +5.8% |
| YTD | +6.1% | +218.7% | -212.6% | -2.2% |
| 1Y | +10.8% | +265.5% | -254.8% | +0.7% |
| 3Y | +104.8% | +46.2% | +58.6% | +84.5% |
| 5Y | +27.0% | -63.2% | +90.3% | +19.3% |
| 10Y | +53.8% | +6.1% | +47.7% | +33.6% |
| All | +53.8% | +6.6% | +47.2% | +33.6% |
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