+995.4%
MU vs IOVA
+107.4%
+887.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.1% | +11.8% | +11.9% |
| 7D | +2.0% | -7.0% | +9.0% | +3.0% |
| 30D | -18.0% | -44.4% | +26.5% | -13.4% |
| 3M | -6.6% | +24.7% | -31.2% | -9.5% |
| 6M | +2.0% | +118.6% | -116.6% | -7.9% |
| YTD | +184.5% | +196.3% | -11.9% | +144.6% |
| 1Y | +236.9% | +205.3% | +31.6% | +187.8% |
| All | +995.4% | +107.4% | +887.9% | +827.7% |
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