+111.7%
MTUM vs IOVA
+36.1%
+75.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.8% |
| 7D | +1.2% | -6.4% | +7.7% | +1.5% |
| 30D | -1.7% | +25.4% | -27.1% | -2.7% |
| 3M | -0.5% | +115.3% | -115.8% | -4.4% |
| 6M | +22.3% | +56.5% | -34.2% | +18.7% |
| YTD | +21.4% | +198.2% | -176.8% | +13.8% |
| 1Y | +20.0% | +242.0% | -222.0% | +11.4% |
| All | +111.7% | +36.1% | +75.6% | +92.5% |
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