+1,082.7%
MOD vs IOVA
-63.3%
+1,146.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.7% | +26.2% | +27.7% |
| 7D | +40.4% | -3.5% | +43.9% | +40.9% |
| 30D | -14.0% | -45.4% | +31.4% | -9.7% |
| 3M | -33.3% | +19.0% | -52.4% | -35.1% |
| 6M | -51.4% | +112.0% | -163.4% | -55.8% |
| YTD | +1.6% | +184.2% | -182.6% | -11.6% |
| 1Y | +5.4% | +222.0% | -216.6% | -9.8% |
| 3Y | +191.0% | +92.6% | +98.4% | +144.3% |
| All | +1,082.7% | -63.3% | +1,146.0% | +941.5% |
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