+868.6%
MSFT vs IOVA
+6.6%
+862.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -1.4% | +5.1% | -6.5% | -1.8% |
| 30D | -1.0% | +37.2% | -38.2% | -3.6% |
| 3M | +20.2% | +117.5% | -97.3% | +11.8% |
| 6M | +21.3% | +69.6% | -48.3% | +14.1% |
| YTD | +2.8% | +218.7% | -215.9% | -8.7% |
| 1Y | 0.0% | +265.5% | -265.6% | -13.0% |
| 3Y | +51.2% | +46.2% | +5.0% | +29.2% |
| 5Y | +71.4% | -63.2% | +134.7% | +58.6% |
| 10Y | +868.6% | +6.1% | +862.5% | +676.0% |
| All | +868.6% | +6.6% | +862.0% | +676.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling