+114.0%
MS vs IOVA
-67.8%
+181.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.0% | +5.1% | -5.3% |
| 7D | -3.4% | -19.0% | +15.6% | -2.3% |
| 30D | -3.9% | -40.3% | +36.4% | -1.8% |
| 3M | -15.9% | +78.3% | -94.2% | -20.3% |
| 6M | -2.5% | +94.5% | -96.9% | -8.6% |
| YTD | +5.1% | +183.5% | -178.4% | -4.8% |
| 1Y | +13.0% | +327.6% | -314.7% | -0.9% |
| 3Y | +160.7% | +83.8% | +76.8% | +126.6% |
| 5Y | +114.0% | -69.0% | +183.1% | +93.9% |
| All | +114.0% | -67.8% | +181.8% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling