+142.3%
MSTR vs IOVA
+107.4%
+34.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -14.2% | -7.0% | -7.2% | -13.3% |
| 30D | -19.9% | -44.4% | +24.6% | -14.1% |
| 3M | +27.3% | +24.7% | +2.7% | +21.0% |
| 6M | -37.6% | +118.6% | -156.2% | -46.2% |
| YTD | -19.5% | +196.3% | -215.8% | -34.9% |
| 1Y | -47.1% | +205.3% | -252.4% | -57.6% |
| All | +142.3% | +107.4% | +34.9% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling