+153.3%
MP vs IOVA
+44.8%
+108.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -2.9% | +9.7% | -12.6% | -3.7% |
| 30D | +13.8% | +102.5% | -88.7% | +5.2% |
| 3M | -16.7% | +100.7% | -117.4% | -23.2% |
| 6M | -11.5% | +106.3% | -117.8% | -19.4% |
| YTD | +7.9% | +222.0% | -214.0% | -6.6% |
| 1Y | -15.0% | +299.5% | -314.6% | -28.7% |
| All | +153.3% | +44.8% | +108.5% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling