+265.1%
MU vs IOVA
+362.8%
-97.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.9% |
| 7D | -19.1% | -41.3% | +22.1% | -16.3% |
| 30D | -25.2% | -38.5% | +13.3% | -22.8% |
| 3M | -10.9% | +99.5% | -110.4% | -14.5% |
| 6M | +38.0% | +126.0% | -88.0% | +31.7% |
| YTD | +178.8% | +218.7% | -39.9% | +157.0% |
| 1Y | +265.1% | +378.0% | -112.9% | +225.1% |
| All | +265.1% | +362.8% | -97.6% | +225.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling