+2,657.4%
MSFT vs IOVA
-92.3%
+2,749.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | +1.7% | -5.2% | +6.9% | +1.8% |
| 30D | +0.2% | -37.8% | +37.9% | +0.8% |
| 3M | +6.4% | +29.5% | -23.1% | +5.5% |
| 6M | +28.7% | +96.6% | -67.9% | +26.4% |
| YTD | +10.4% | +194.5% | -184.1% | +7.4% |
| 1Y | +7.6% | +248.1% | -240.4% | +4.4% |
| 3Y | +52.3% | +86.1% | -33.8% | +47.0% |
| 5Y | +64.5% | -67.8% | +132.4% | +61.2% |
| 10Y | +917.8% | +38.6% | +879.2% | +884.0% |
| All | +2,657.4% | -92.3% | +2,749.7% | +2,514.0% |
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 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