+742.2%
MO vs IOVA
-92.6%
+834.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | +3.3% | -3.5% | +6.8% | +3.3% |
| 30D | +7.5% | -45.4% | +52.9% | +7.6% |
| 3M | +22.8% | +19.0% | +3.7% | +22.6% |
| 6M | +13.4% | +112.0% | -98.7% | +12.9% |
| YTD | +43.0% | +184.2% | -141.3% | +42.2% |
| 1Y | +45.2% | +222.0% | -176.8% | +44.4% |
| 3Y | +145.5% | +92.6% | +53.0% | +143.7% |
| 5Y | +157.1% | -63.2% | +220.2% | +155.9% |
| 10Y | +153.3% | +2.1% | +151.2% | +151.7% |
| All | +742.2% | -92.6% | +834.8% | +718.3% |
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