+554.5%
MSTR vs IOVA
+28.7%
+525.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | -4.0% | +1.9% | -5.8% | -4.3% |
| 30D | -18.6% | -44.1% | +25.5% | -10.6% |
| 3M | +25.6% | +28.9% | -3.3% | +15.9% |
| 6M | -33.1% | +125.7% | -158.7% | -46.4% |
| YTD | -17.3% | +199.3% | -216.6% | -39.1% |
| 1Y | -48.1% | +255.2% | -303.3% | -63.3% |
| 3Y | +154.2% | +106.8% | +47.4% | +64.5% |
| 5Y | +46.2% | -67.1% | +113.3% | +25.6% |
| 10Y | +554.5% | +16.7% | +537.8% | +387.1% |
| All | +554.5% | +28.7% | +525.9% | +387.1% |
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