-33.5%
MOD vs IOVA
+237.6%
-271.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.8% |
| 7D | -13.9% | +1.9% | -15.8% | -14.0% |
| 30D | -41.5% | -44.1% | +2.6% | -39.8% |
| 3M | -45.7% | +28.9% | -74.6% | -45.8% |
| 6M | -61.1% | +125.7% | -186.8% | -61.8% |
| YTD | -20.5% | +199.3% | -219.8% | -20.2% |
| All | -33.5% | +237.6% | -271.2% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling