+299.2%
MMM vs IOVA
-92.3%
+391.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.8% |
| 3M | +2.9% | +29.5% | -26.6% | +2.2% |
| 6M | +27.6% | +96.6% | -69.0% | +25.6% |
| YTD | +17.3% | +194.5% | -177.2% | +14.5% |
| 1Y | +15.1% | +248.1% | -233.0% | +12.0% |
| 3Y | +157.1% | +86.1% | +71.0% | +149.4% |
| 5Y | +45.1% | -67.8% | +113.0% | +42.4% |
| 10Y | +83.9% | +38.6% | +45.2% | +77.2% |
| All | +299.2% | -92.3% | +391.6% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling