+839.8%
MOD vs IOVA
+7.2%
+832.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.2% | -7.0% | +15.2% | +9.0% |
| 30D | -38.2% | -44.4% | +6.3% | -35.4% |
| 3M | -46.2% | +24.7% | -70.9% | -47.8% |
| 6M | -62.5% | +118.6% | -181.2% | -65.8% |
| YTD | -20.1% | +196.3% | -216.4% | -30.0% |
| 1Y | -29.7% | +205.3% | -235.0% | -38.8% |
| 3Y | +136.2% | +103.8% | +32.4% | +99.6% |
| 5Y | +820.4% | -65.6% | +885.9% | +741.9% |
| 10Y | +839.8% | +6.4% | +833.4% | +641.5% |
| All | +839.8% | +7.2% | +832.7% | +641.5% |
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