+112.4%
MS vs IOVA
-67.9%
+180.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.8% |
| 7D | -1.6% | -5.2% | +3.6% | -1.3% |
| 30D | -3.8% | -37.8% | +34.0% | -1.9% |
| 3M | -14.6% | +29.5% | -44.1% | -17.0% |
| 6M | -5.1% | +96.6% | -101.6% | -11.0% |
| YTD | +4.5% | +194.5% | -190.0% | -5.5% |
| 1Y | +13.5% | +248.1% | -234.5% | +1.3% |
| 3Y | +160.4% | +86.1% | +74.3% | +126.3% |
| All | +112.4% | -67.9% | +180.3% | +99.1% |
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