+855.4%
MU vs IOVA
+85.3%
+770.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -33.8% |
| 3M | -21.7% | +29.5% | -51.2% | -24.4% |
| 6M | +3.5% | +96.6% | -93.0% | -5.5% |
| YTD | +141.9% | +194.5% | -52.6% | +108.3% |
| 1Y | +189.8% | +248.1% | -58.2% | +144.0% |
| 3Y | +855.4% | +86.1% | +769.3% | +712.2% |
| All | +855.4% | +85.3% | +770.1% | +712.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling