+97.5%
MO vs IOVA
-64.1%
+161.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -2.4% |
| 30D | +3.6% | +31.7% | -28.1% | +3.7% |
| 3M | -3.7% | +117.3% | -121.0% | -3.3% |
| 6M | +4.5% | +55.8% | -51.3% | +4.9% |
| YTD | +21.5% | +208.8% | -187.3% | +22.1% |
| 1Y | +9.5% | +255.7% | -246.2% | +10.1% |
| 3Y | +93.6% | +41.7% | +51.9% | +94.4% |
| 5Y | +97.5% | -64.9% | +162.4% | +101.8% |
| All | +97.5% | -64.1% | +161.6% | +101.8% |
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