+2,496.7%
MSFT vs IOVA
-91.6%
+2,588.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.1% |
| 7D | -2.7% | +9.7% | -12.4% | -2.9% |
| 30D | +2.7% | +102.5% | -99.8% | +1.3% |
| 3M | +17.0% | +100.7% | -83.7% | +15.2% |
| 6M | +23.8% | +106.3% | -82.5% | +21.7% |
| YTD | +4.0% | +222.0% | -218.0% | +1.3% |
| 1Y | -0.8% | +299.5% | -300.4% | -3.9% |
| 3Y | +55.6% | +42.9% | +12.7% | +51.0% |
| 5Y | +72.9% | -65.0% | +137.9% | +69.6% |
| 10Y | +875.8% | +10.3% | +865.5% | +845.2% |
| All | +2,496.7% | -91.6% | +2,588.4% | +2,364.8% |
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