+626.1%
MO vs IOVA
-91.6%
+717.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | +0.3% | +9.7% | -9.4% | +0.3% |
| 30D | +0.6% | +102.5% | -101.9% | +0.4% |
| 3M | -1.0% | +100.7% | -101.7% | -1.2% |
| 6M | +4.3% | +106.3% | -102.0% | +4.0% |
| YTD | +23.3% | +222.0% | -198.7% | +22.7% |
| 1Y | +10.5% | +299.5% | -289.1% | +9.8% |
| 3Y | +96.3% | +42.9% | +53.3% | +95.1% |
| 5Y | +98.9% | -65.0% | +163.9% | +98.2% |
| 10Y | +103.6% | +10.3% | +93.3% | +102.4% |
| All | +626.1% | -91.6% | +717.7% | +605.9% |
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