+157.1%
MMM vs IOVA
+85.3%
+71.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.5% |
| 7D | +6.2% | -5.2% | +11.4% | +6.3% |
| 30D | +14.2% | -37.8% | +52.0% | +15.2% |
| 3M | +2.9% | +29.5% | -26.6% | +0.9% |
| 6M | +27.6% | +96.6% | -69.0% | +22.4% |
| YTD | +17.3% | +194.5% | -177.2% | +10.2% |
| 1Y | +15.1% | +248.1% | -233.0% | +7.1% |
| 3Y | +157.1% | +86.1% | +71.0% | +121.4% |
| All | +157.1% | +85.3% | +71.9% | +121.4% |
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