-42.3%
MSTR vs IOVA
+362.8%
-405.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.3% |
| 7D | -1.8% | -41.3% | +39.5% | +3.3% |
| 30D | -13.3% | -38.5% | +25.2% | -9.3% |
| 3M | +46.0% | +99.5% | -53.6% | +32.4% |
| 6M | -22.4% | +126.0% | -148.4% | -31.2% |
| YTD | -6.2% | +218.7% | -224.9% | -22.2% |
| 1Y | -42.3% | +378.0% | -420.3% | -52.3% |
| All | -42.3% | +362.8% | -405.1% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling