+1,362.4%
MU vs IOVA
+44.8%
+1,317.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +6.0% |
| 7D | +9.0% | +9.7% | -0.8% | +8.0% |
| 30D | +13.8% | +102.5% | -88.7% | +5.6% |
| 3M | +2.1% | +100.7% | -98.6% | -5.4% |
| 6M | +153.8% | +106.3% | +47.5% | +131.8% |
| YTD | +256.4% | +222.0% | +34.4% | +208.8% |
| 1Y | +719.8% | +299.5% | +420.2% | +588.8% |
| All | +1,362.4% | +44.8% | +1,317.6% | +1,152.8% |
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