+734.5%
MO vs IOVA
-92.7%
+827.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.7% | +6.4% | +0.7% |
| 7D | +0.4% | -1.4% | +1.9% | +0.4% |
| 30D | +8.9% | -47.4% | +56.3% | +9.0% |
| 3M | +23.0% | +13.2% | +9.8% | +22.8% |
| 6M | +15.0% | +114.3% | -99.4% | +14.5% |
| YTD | +41.7% | +179.5% | -137.8% | +40.9% |
| 1Y | +43.3% | +200.4% | -157.1% | +42.5% |
| 3Y | +143.2% | +92.2% | +51.0% | +141.3% |
| 5Y | +154.7% | -63.8% | +218.5% | +153.6% |
| 10Y | +151.0% | +0.4% | +150.6% | +149.4% |
| All | +734.5% | -92.7% | +827.2% | +710.9% |
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