+124.3%
MOD vs IOVA
+78.3%
+46.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.0% | +3.8% | -6.2% |
| 7D | -34.2% | -19.0% | -15.1% | -32.8% |
| 30D | -51.9% | -40.3% | -11.6% | -49.8% |
| 3M | -53.0% | +78.3% | -131.4% | -56.3% |
| 6M | -66.4% | +94.5% | -160.8% | -69.2% |
| YTD | -31.5% | +183.5% | -215.1% | -40.7% |
| 1Y | -39.6% | +327.6% | -367.2% | -50.6% |
| All | +124.3% | +78.3% | +46.0% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling