+69.1%
MSFT vs IOVA
-67.3%
+136.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.7% |
| 7D | +7.5% | +1.9% | +5.6% | +7.4% |
| 30D | +1.9% | -44.1% | +46.0% | +4.1% |
| 3M | +9.2% | +28.9% | -19.6% | +6.9% |
| 6M | +31.9% | +125.7% | -93.8% | +24.7% |
| YTD | +13.4% | +199.3% | -185.8% | +5.0% |
| 1Y | +10.6% | +255.2% | -244.6% | +1.4% |
| 3Y | +54.7% | +106.8% | -52.1% | +36.2% |
| 5Y | +69.1% | -67.1% | +136.2% | +64.6% |
| All | +69.1% | -67.3% | +136.4% | +64.6% |
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