+1,411.3%
MOD vs IOVA
-91.6%
+1,503.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.3% |
| 7D | +9.6% | +9.7% | -0.2% | +9.3% |
| 30D | 0.0% | +102.5% | -102.5% | -2.0% |
| 3M | -35.4% | +100.7% | -136.1% | -36.7% |
| 6M | -7.3% | +106.3% | -113.6% | -9.5% |
| YTD | +45.8% | +222.0% | -176.2% | +40.4% |
| 1Y | +43.1% | +299.5% | -256.4% | +36.8% |
| 3Y | +297.7% | +42.9% | +254.7% | +282.9% |
| 5Y | +1,478.8% | -65.0% | +1,543.7% | +1,439.5% |
| 10Y | +1,633.4% | +10.3% | +1,623.1% | +1,543.0% |
| All | +1,411.3% | -91.6% | +1,503.0% | +1,255.9% |
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