+886.3%
MOD vs IOVA
+12.2%
+874.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -17.8% | -8.5% | -9.3% | -17.1% |
| 30D | -43.2% | -44.7% | +1.5% | -40.6% |
| 3M | -46.0% | +26.2% | -72.3% | -47.7% |
| 6M | -62.2% | +123.2% | -185.4% | -65.6% |
| YTD | -22.8% | +196.0% | -218.8% | -32.4% |
| 1Y | -35.5% | +240.9% | -276.4% | -44.5% |
| 3Y | +128.2% | +103.5% | +24.7% | +92.8% |
| 5Y | +791.6% | -65.5% | +857.1% | +715.4% |
| 10Y | +886.3% | +7.0% | +879.3% | +681.1% |
| All | +886.3% | +12.2% | +874.1% | +681.1% |
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