+2,444.0%
MULL vs IOVA
-16.4%
+2,460.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | +14.0% | +5.1% | +8.9% | +13.0% |
| 30D | +24.8% | +37.2% | -12.4% | +18.0% |
| 3M | -16.1% | +117.5% | -133.6% | -28.4% |
| 6M | +330.9% | +69.6% | +261.3% | +278.8% |
| YTD | +545.0% | +218.7% | +326.3% | +391.3% |
| 1Y | +2,427.1% | +265.5% | +2,161.6% | +1,746.7% |
| All | +2,444.0% | -16.4% | +2,460.4% | +2,907.9% |
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