+1,948.3%
MSCI vs IOVA
-92.3%
+2,040.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.1% | -2.3% |
| 7D | +2.8% | -5.2% | +8.0% | +2.9% |
| 30D | +15.4% | -37.8% | +53.2% | +16.2% |
| 3M | +13.4% | +29.5% | -16.1% | +12.3% |
| 6M | +10.9% | +96.6% | -85.7% | +8.4% |
| YTD | +13.0% | +194.5% | -181.5% | +9.1% |
| 1Y | +12.0% | +248.1% | -236.0% | +7.7% |
| 3Y | +34.1% | +86.1% | -52.0% | +28.0% |
| 5Y | +3.9% | -67.8% | +71.7% | +1.2% |
| 10Y | +802.0% | +38.6% | +763.4% | +760.5% |
| All | +1,948.3% | -92.3% | +2,040.7% | +1,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling