+2,670.6%
MSFT vs IOVA
-92.3%
+2,762.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | +2.3% | -8.5% | +10.8% | +2.5% |
| 30D | -0.4% | -44.7% | +44.4% | +0.5% |
| 3M | +5.6% | +26.2% | -20.7% | +4.8% |
| 6M | +29.0% | +123.2% | -94.2% | +26.4% |
| YTD | +10.9% | +196.0% | -185.0% | +7.9% |
| 1Y | +6.2% | +240.9% | -234.7% | +3.0% |
| 3Y | +47.6% | +103.5% | -55.9% | +42.2% |
| 5Y | +67.9% | -65.5% | +133.4% | +64.4% |
| 10Y | +922.9% | +7.0% | +915.9% | +889.4% |
| All | +2,670.6% | -92.3% | +2,762.9% | +2,526.3% |
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