-7.0%
MOS vs IOVA
-0.9%
-6.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.7% | +1.1% | -4.2% |
| 7D | -2.6% | -1.4% | -1.1% | -2.5% |
| 30D | +13.5% | -47.4% | +60.8% | +17.6% |
| 3M | -2.9% | +13.2% | -16.1% | -5.4% |
| 6M | -1.0% | +114.3% | -115.3% | -9.0% |
| YTD | -7.2% | +179.5% | -186.7% | -17.9% |
| 1Y | -11.4% | +200.4% | -211.8% | -22.3% |
| 3Y | -29.0% | +92.2% | -121.2% | -40.3% |
| 5Y | -34.0% | -63.8% | +29.8% | -39.4% |
| All | -7.0% | -0.9% | -6.1% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling