+110.3%
MO vs IOVA
+3.8%
+106.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.4% |
| 7D | -1.0% | -6.4% | +5.4% | -1.0% |
| 30D | +5.8% | +25.4% | -19.6% | +5.6% |
| 3M | -4.5% | +115.3% | -119.9% | -5.3% |
| 6M | +5.7% | +56.5% | -50.8% | +5.1% |
| YTD | +23.1% | +198.2% | -175.1% | +21.4% |
| 1Y | +10.9% | +242.0% | -231.1% | +9.0% |
| 3Y | +96.1% | +36.8% | +59.3% | +92.1% |
| 5Y | +100.1% | -64.3% | +164.3% | +98.9% |
| All | +110.3% | +3.8% | +106.5% | +117.7% |
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