+731.6%
MSTR vs IOVA
+9.2%
+722.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.6% |
| 7D | +12.2% | +9.7% | +2.4% | +10.2% |
| 30D | +45.2% | +102.5% | -57.4% | +24.5% |
| 3M | +10.4% | +100.7% | -90.3% | -6.0% |
| 6M | -2.5% | +106.3% | -108.8% | -19.2% |
| YTD | -6.0% | +222.0% | -228.0% | -29.6% |
| 1Y | -56.4% | +299.5% | -356.0% | -69.4% |
| 3Y | +306.3% | +42.9% | +263.4% | +191.0% |
| 5Y | +100.5% | -65.0% | +165.5% | +75.1% |
| All | +731.6% | +9.2% | +722.4% | +517.9% |
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