+349.5%
MTUM vs IOVA
+9.7%
+339.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.8% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | -2.4% | +27.6% | -30.0% | -4.5% |
| 3M | -3.6% | +117.2% | -120.8% | -10.6% |
| 6M | +23.7% | +77.7% | -54.0% | +15.9% |
| YTD | +22.9% | +215.0% | -192.1% | +9.0% |
| 1Y | +21.8% | +255.4% | -233.6% | +5.9% |
| 3Y | +114.4% | +42.6% | +71.8% | +84.3% |
| 5Y | +79.6% | -62.2% | +141.8% | +65.1% |
| All | +349.5% | +9.7% | +339.8% | +272.2% |
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