+161.8%
MS vs IOVA
+78.3%
+83.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.0% | +5.1% | -5.4% |
| 7D | -3.4% | -19.0% | +15.6% | -2.5% |
| 30D | -3.9% | -40.3% | +36.4% | -2.1% |
| 3M | -15.9% | +78.3% | -94.2% | -19.8% |
| 6M | -2.5% | +94.5% | -96.9% | -8.0% |
| YTD | +5.1% | +183.5% | -178.4% | -3.9% |
| 1Y | +13.0% | +327.6% | -314.7% | +0.2% |
| All | +161.8% | +78.3% | +83.5% | +119.9% |
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 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