+94.4%
MO vs IOVA
+50.0%
+44.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -2.0% | +5.1% | -7.1% | -2.0% |
| 30D | -0.3% | +37.2% | -37.5% | -0.1% |
| 3M | -2.9% | +117.5% | -120.4% | -2.6% |
| 6M | +5.8% | +69.6% | -63.8% | +6.2% |
| YTD | +22.0% | +218.7% | -196.7% | +22.5% |
| 1Y | +10.7% | +265.5% | -254.9% | +11.1% |
| 3Y | +94.4% | +46.2% | +48.2% | +89.1% |
| All | +94.4% | +50.0% | +44.4% | +89.1% |
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