+1,411.3%
MTZ vs IOVA
-92.3%
+1,503.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.9% | +5.7% | +9.4% |
| 7D | -6.4% | -5.2% | -1.2% | -6.2% |
| 30D | -22.1% | -37.8% | +15.7% | -20.9% |
| 3M | -32.7% | +29.5% | -62.2% | -33.8% |
| 6M | -59.8% | +96.6% | -156.4% | -61.3% |
| YTD | -19.9% | +194.5% | -214.4% | -24.4% |
| 1Y | -11.5% | +248.1% | -259.5% | -17.1% |
| 3Y | +258.1% | +86.1% | +172.0% | +233.7% |
| 5Y | +85.5% | -67.8% | +153.4% | +78.7% |
| 10Y | +492.2% | +38.6% | +453.6% | +440.5% |
| All | +1,411.3% | -92.3% | +1,503.6% | +1,131.3% |
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