+966.8%
MOD vs IOVA
+28.7%
+938.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.7% |
| 7D | -13.9% | +1.9% | -15.8% | -14.0% |
| 30D | -41.5% | -44.1% | +2.6% | -38.9% |
| 3M | -45.7% | +28.9% | -74.6% | -47.5% |
| 6M | -61.1% | +125.7% | -186.8% | -64.6% |
| YTD | -20.5% | +199.3% | -219.8% | -30.5% |
| 1Y | -32.1% | +255.2% | -287.3% | -41.8% |
| 3Y | +146.5% | +106.8% | +39.6% | +107.6% |
| 5Y | +812.7% | -67.1% | +879.8% | +737.3% |
| 10Y | +966.8% | +16.7% | +950.1% | +717.4% |
| All | +966.8% | +28.7% | +938.2% | +717.4% |
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