+2,330.7%
MULL vs IOVA
-21.8%
+2,352.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -8.7% |
| 7D | +3.6% | -6.4% | +10.0% | +4.9% |
| 30D | +22.0% | +25.4% | -3.4% | +17.2% |
| 3M | -8.6% | +115.3% | -124.0% | -22.0% |
| 6M | +248.5% | +56.5% | +192.0% | +210.9% |
| YTD | +516.3% | +198.2% | +318.1% | +375.1% |
| 1Y | +2,036.6% | +242.0% | +1,794.6% | +1,480.2% |
| All | +2,330.7% | -21.8% | +2,352.5% | +2,808.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling