+104.9%
MMM vs IOVA
+44.8%
+60.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -3.3% | +9.7% | -13.1% | -3.7% |
| 30D | -7.0% | +102.5% | -109.6% | -10.2% |
| 3M | +10.8% | +100.7% | -89.9% | +6.8% |
| 6M | +5.8% | +106.3% | -100.6% | +1.4% |
| YTD | +6.8% | +222.0% | -215.2% | -0.1% |
| 1Y | +10.4% | +299.5% | -289.2% | +1.6% |
| All | +104.9% | +44.8% | +60.1% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling