+43.4%
MMM vs IOVA
-63.3%
+106.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -0.4% | -3.5% | +3.1% | -0.3% |
| 30D | +12.1% | -45.4% | +57.5% | +14.1% |
| 3M | +1.4% | +19.0% | -17.6% | -0.5% |
| 6M | +26.6% | +112.0% | -85.4% | +20.3% |
| YTD | +16.8% | +184.2% | -167.4% | +8.9% |
| 1Y | +10.1% | +222.0% | -211.9% | +1.8% |
| 3Y | +158.4% | +92.6% | +65.9% | +130.9% |
| All | +43.4% | -63.3% | +106.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling