+521.9%
MSTR vs IOVA
+7.2%
+514.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | -7.0% | -7.2% | -12.9% |
| 30D | -19.9% | -44.4% | +24.6% | -11.9% |
| 3M | +27.3% | +24.7% | +2.7% | +18.3% |
| 6M | -37.6% | +118.6% | -156.2% | -49.7% |
| YTD | -19.5% | +196.3% | -215.8% | -40.6% |
| 1Y | -47.1% | +205.3% | -252.4% | -61.4% |
| 3Y | +140.3% | +103.8% | +36.5% | +55.9% |
| 5Y | +49.5% | -65.6% | +115.1% | +27.5% |
| 10Y | +521.9% | +6.4% | +515.4% | +370.8% |
| All | +521.9% | +7.2% | +514.7% | +370.8% |
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 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