+961.5%
MOH vs IOVA
-91.7%
+1,053.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -3.3% | +5.1% | -8.4% | -3.4% |
| 30D | -0.1% | +37.2% | -37.3% | -0.5% |
| 3M | -1.1% | +117.5% | -118.6% | -2.2% |
| 6M | +35.9% | +69.6% | -33.7% | +34.6% |
| YTD | +13.1% | +218.7% | -205.6% | +10.9% |
| 1Y | +11.8% | +265.5% | -253.7% | +9.3% |
| 3Y | -38.7% | +46.2% | -85.0% | -40.0% |
| 5Y | -25.1% | -63.2% | +38.1% | -26.2% |
| 10Y | +243.8% | +6.1% | +237.7% | +236.4% |
| All | +961.5% | -91.7% | +1,053.2% | +1,010.7% |
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