-22.3%
MOH vs IOVA
-62.2%
+39.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.8% |
| 7D | +1.7% | -2.2% | +3.9% | +1.8% |
| 30D | -0.9% | +27.6% | -28.5% | -1.8% |
| 3M | +5.7% | +117.2% | -111.5% | +2.5% |
| 6M | +39.1% | +77.7% | -38.6% | +35.5% |
| YTD | +17.7% | +215.0% | -197.3% | +11.2% |
| 1Y | +8.4% | +255.4% | -247.0% | +1.3% |
| 3Y | -36.6% | +42.6% | -79.2% | -40.0% |
| All | -22.3% | -62.2% | +39.9% | -22.3% |
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