+189.8%
MU vs IOVA
+255.8%
-65.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.2% | +4.7% |
| 7D | -22.0% | -5.2% | -16.8% | -21.4% |
| 30D | -36.6% | -37.8% | +1.2% | -34.1% |
| 3M | -21.7% | +29.5% | -51.2% | -22.6% |
| 6M | +3.5% | +96.6% | -93.0% | -0.6% |
| YTD | +141.9% | +194.5% | -52.6% | +119.0% |
| 1Y | +189.8% | +248.1% | -58.2% | +155.1% |
| All | +189.8% | +255.8% | -65.9% | +155.1% |
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