+445.3%
MP vs IOVA
-70.8%
+516.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -2.9% | +9.7% | -12.6% | -4.1% |
| 30D | +13.8% | +102.5% | -88.7% | +1.3% |
| 3M | -16.7% | +100.7% | -117.4% | -26.2% |
| 6M | -11.5% | +106.3% | -117.8% | -23.0% |
| YTD | +7.9% | +222.0% | -214.0% | -13.0% |
| 1Y | -15.0% | +299.5% | -314.6% | -35.0% |
| 3Y | +153.5% | +42.9% | +110.6% | +95.0% |
| 5Y | +58.7% | -65.0% | +123.6% | +45.3% |
| All | +445.3% | -70.8% | +516.1% | +435.5% |
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 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