+609.5%
MOD vs IOVA
-92.6%
+702.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.0% | +3.8% | -7.0% |
| 7D | -34.2% | -19.0% | -15.1% | -33.8% |
| 30D | -51.9% | -40.3% | -11.6% | -51.3% |
| 3M | -53.0% | +78.3% | -131.4% | -54.0% |
| 6M | -66.4% | +94.5% | -160.8% | -67.1% |
| YTD | -31.5% | +183.5% | -215.1% | -34.0% |
| 1Y | -39.6% | +327.6% | -367.2% | -42.4% |
| 3Y | +116.8% | +83.8% | +33.0% | +107.7% |
| 5Y | +713.8% | -69.0% | +782.8% | +694.3% |
| 10Y | +882.7% | +33.4% | +849.2% | +829.3% |
| All | +609.5% | -92.6% | +702.2% | +537.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling