+1,958.9%
MTZ vs IOVA
-91.6%
+2,050.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | -1.6% | +9.7% | -11.3% | -1.9% |
| 30D | -11.1% | +102.5% | -113.6% | -13.8% |
| 3M | -36.7% | +100.7% | -137.4% | -38.7% |
| 6M | -21.9% | +106.3% | -128.3% | -24.7% |
| YTD | +9.1% | +222.0% | -212.9% | +3.2% |
| 1Y | +30.0% | +299.5% | -269.6% | +21.5% |
| 3Y | +138.5% | +42.9% | +95.5% | +125.0% |
| 5Y | +158.3% | -65.0% | +223.3% | +149.4% |
| 10Y | +700.8% | +10.3% | +690.5% | +637.1% |
| All | +1,958.9% | -91.6% | +2,050.6% | +1,582.1% |
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 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