+542.0%
MS vs IOVA
+0.8%
+541.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +5.1% | -3.5% | +8.6% | +5.4% |
| 30D | +5.7% | -45.4% | +51.1% | +9.9% |
| 3M | -12.2% | +19.0% | -31.2% | -15.1% |
| 6M | -0.5% | +112.0% | -112.5% | -9.8% |
| YTD | +9.8% | +184.2% | -174.4% | -4.4% |
| 1Y | +17.7% | +222.0% | -204.3% | +1.0% |
| 3Y | +176.8% | +92.6% | +84.3% | +125.7% |
| 5Y | +123.7% | -63.2% | +186.9% | +101.0% |
| All | +542.0% | +0.8% | +541.2% | +398.4% |
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