+1,530.3%
MOD vs IOVA
-64.9%
+1,595.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.2% |
| 7D | +9.6% | +9.7% | -0.2% | +8.7% |
| 30D | 0.0% | +102.5% | -102.5% | -7.3% |
| 3M | -35.4% | +100.7% | -136.1% | -40.3% |
| 6M | -7.3% | +106.3% | -113.6% | -15.4% |
| YTD | +45.8% | +222.0% | -176.2% | +26.2% |
| 1Y | +43.1% | +299.5% | -256.4% | +19.8% |
| 3Y | +297.7% | +42.9% | +254.7% | +241.0% |
| All | +1,530.3% | -64.9% | +1,595.2% | +1,429.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling