+237.4%
MP vs IOVA
-74.3%
+311.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -11.0% | +5.0% | -4.6% |
| 7D | -19.0% | -19.0% | +0.1% | -16.8% |
| 30D | -30.5% | -40.3% | +9.8% | -26.7% |
| 3M | -29.6% | +78.3% | -107.9% | -37.9% |
| 6M | -50.4% | +94.5% | -144.9% | -57.3% |
| YTD | -33.2% | +183.5% | -216.7% | -46.7% |
| 1Y | -38.6% | +327.6% | -366.2% | -54.4% |
| 3Y | +105.5% | +83.8% | +21.6% | +47.6% |
| 5Y | -7.8% | -69.0% | +61.2% | -16.1% |
| All | +237.4% | -74.3% | +311.7% | +228.2% |
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