+9,672.9%
MU vs IOVA
-92.3%
+9,765.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -15.2% | -8.5% | -6.7% | -14.9% |
| 30D | -29.5% | -44.7% | +15.2% | -28.2% |
| 3M | -15.8% | +26.2% | -42.0% | -16.7% |
| 6M | -2.9% | +123.2% | -126.1% | -6.3% |
| YTD | +154.2% | +196.0% | -41.7% | +141.9% |
| 1Y | +186.6% | +240.9% | -54.3% | +171.2% |
| 3Y | +871.5% | +103.5% | +768.0% | +813.9% |
| 5Y | +911.7% | -65.5% | +977.2% | +879.3% |
| 10Y | +4,277.4% | +7.0% | +4,270.3% | +4,019.5% |
| All | +9,672.9% | -92.3% | +9,765.2% | +9,398.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling