+578.8%
MS vs IOVA
+28.7%
+550.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +0.7% | +1.9% | -1.1% | +0.5% |
| 30D | -0.9% | -44.1% | +43.2% | +2.9% |
| 3M | -13.0% | +28.9% | -41.8% | -16.4% |
| 6M | -2.0% | +125.7% | -127.7% | -11.6% |
| YTD | +7.8% | +199.3% | -191.5% | -6.6% |
| 1Y | +17.9% | +255.2% | -237.4% | +0.1% |
| 3Y | +174.8% | +106.8% | +68.0% | +122.4% |
| 5Y | +119.9% | -67.1% | +186.9% | +100.5% |
| 10Y | +578.8% | +16.7% | +562.1% | +419.9% |
| All | +578.8% | +28.7% | +550.2% | +419.9% |
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