+2,036.6%
MULL vs IOVA
+244.9%
+1,791.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -8.8% |
| 7D | +3.6% | -6.4% | +10.0% | +4.7% |
| 30D | +22.0% | +25.4% | -3.4% | +18.0% |
| 3M | -8.6% | +115.3% | -124.0% | -19.4% |
| 6M | +248.5% | +56.5% | +192.0% | +217.1% |
| YTD | +516.3% | +198.2% | +318.1% | +384.3% |
| 1Y | +2,036.6% | +242.0% | +1,794.6% | +1,651.7% |
| All | +2,036.6% | +244.9% | +1,791.7% | +1,651.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling