-34.6%
MP vs IOVA
+362.8%
-397.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.6% | -5.0% |
| 7D | -12.5% | -41.3% | +28.7% | -10.1% |
| 30D | -23.3% | -38.5% | +15.2% | -21.5% |
| 3M | -24.4% | +99.5% | -123.9% | -30.6% |
| 6M | -45.8% | +126.0% | -171.7% | -51.1% |
| YTD | -28.9% | +218.7% | -247.6% | -38.8% |
| 1Y | -34.6% | +378.0% | -412.6% | -42.5% |
| All | -34.6% | +362.8% | -397.4% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling