+609.5%
MTUM vs IOVA
+743.0%
-133.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | +4.1% | -2.2% | +6.3% | +4.2% |
| 30D | +0.6% | +31.7% | -31.1% | -0.4% |
| 3M | -0.6% | +117.3% | -117.9% | -3.7% |
| 6M | +25.3% | +55.8% | -30.5% | +22.5% |
| YTD | +23.8% | +208.8% | -185.0% | +17.9% |
| 1Y | +25.4% | +255.7% | -230.3% | +18.5% |
| 3Y | +117.3% | +41.7% | +75.6% | +105.4% |
| 5Y | +79.7% | -64.9% | +144.6% | +73.4% |
| 10Y | +359.6% | +6.3% | +353.3% | +332.2% |
| All | +609.5% | +743.0% | -133.5% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling