+145.1%
MS vs IOVA
-64.9%
+210.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | +1.4% | +9.7% | -8.4% | +0.8% |
| 30D | -0.3% | +102.5% | -102.8% | -5.2% |
| 3M | +0.3% | +100.7% | -100.4% | -5.0% |
| 6M | +31.3% | +106.3% | -75.0% | +23.4% |
| YTD | +24.7% | +222.0% | -197.3% | +13.1% |
| 1Y | +47.9% | +299.5% | -251.6% | +31.3% |
| 3Y | +178.3% | +42.9% | +135.4% | +147.1% |
| All | +145.1% | -64.9% | +210.0% | +130.3% |
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