-7.5%
MSCI vs IOVA
-64.9%
+57.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +0.4% | +9.7% | -9.3% | 0.0% |
| 30D | +0.6% | +102.5% | -102.0% | -3.3% |
| 3M | -7.1% | +100.7% | -107.8% | -11.0% |
| 6M | +0.8% | +106.3% | -105.5% | -4.1% |
| YTD | +1.0% | +222.0% | -221.0% | -6.9% |
| 1Y | +4.3% | +299.5% | -295.2% | -5.7% |
| 3Y | +9.9% | +42.9% | -33.0% | -2.8% |
| All | -7.5% | -64.9% | +57.4% | -15.1% |
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