-28.0%
MOD vs IOVA
+189.0%
-217.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.1% |
| 7D | +16.1% | -1.4% | +17.5% | +16.3% |
| 30D | -38.5% | -47.4% | +8.9% | -36.2% |
| 3M | -46.8% | +13.2% | -60.0% | -46.6% |
| 6M | -61.6% | +114.3% | -175.9% | -62.4% |
| YTD | -20.5% | +179.5% | -200.0% | -21.0% |
| 1Y | -28.0% | +200.4% | -228.4% | -27.0% |
| All | -28.0% | +189.0% | -217.0% | -27.0% |
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