+83.0%
MMM vs IOVA
+28.7%
+54.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.8% |
| 7D | +5.8% | +1.9% | +3.9% | +5.6% |
| 30D | +17.9% | -44.1% | +62.0% | +20.5% |
| 3M | +3.6% | +28.9% | -25.3% | +0.9% |
| 6M | +32.9% | +125.7% | -92.8% | +24.6% |
| YTD | +19.5% | +199.3% | -179.8% | +9.3% |
| 1Y | +16.5% | +255.2% | -238.7% | +5.3% |
| 3Y | +167.2% | +106.8% | +60.3% | +133.9% |
| 5Y | +48.2% | -67.1% | +115.3% | +38.8% |
| 10Y | +83.0% | +16.7% | +66.3% | +54.0% |
| All | +83.0% | +28.7% | +54.4% | +54.0% |
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