+906.4%
MOD vs IOVA
+34.0%
+872.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +5.4% |
| 7D | -25.5% | -5.2% | -20.4% | -25.2% |
| 30D | -49.0% | -37.8% | -11.2% | -47.2% |
| 3M | -49.8% | +29.5% | -79.3% | -51.5% |
| 6M | -64.8% | +96.6% | -161.3% | -67.6% |
| YTD | -27.6% | +194.5% | -222.1% | -36.7% |
| 1Y | -35.2% | +248.1% | -283.3% | -44.4% |
| 3Y | +137.1% | +86.1% | +51.0% | +101.2% |
| 5Y | +760.3% | -67.8% | +828.1% | +690.6% |
| All | +906.4% | +34.0% | +872.4% | +660.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling