-29.7%
MOD vs IOVA
+235.7%
-265.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.2% | -7.0% | +15.2% | +8.9% |
| 30D | -38.2% | -44.4% | +6.3% | -36.1% |
| 3M | -46.2% | +24.7% | -70.9% | -46.4% |
| 6M | -62.5% | +118.6% | -181.2% | -63.6% |
| YTD | -20.1% | +196.3% | -216.4% | -21.5% |
| 1Y | -29.7% | +205.3% | -235.0% | -28.8% |
| All | -29.7% | +235.7% | -265.4% | -28.8% |
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