+570.4%
MSTR vs IOVA
+34.0%
+536.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.0% |
| 7D | -1.2% | -5.2% | +4.0% | -0.3% |
| 30D | -15.9% | -37.8% | +21.8% | -9.6% |
| 3M | +33.1% | +29.5% | +3.7% | +22.8% |
| 6M | -31.0% | +96.6% | -127.6% | -43.2% |
| YTD | -15.1% | +194.5% | -209.7% | -37.3% |
| 1Y | -45.6% | +248.1% | -293.7% | -61.4% |
| 3Y | +180.5% | +86.1% | +94.4% | +85.8% |
| 5Y | +61.7% | -67.8% | +129.5% | +39.5% |
| All | +570.4% | +34.0% | +536.4% | +390.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling