+1,330.3%
MULL vs IOVA
-22.3%
+1,352.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | +0.1% | +23.9% | +24.0% |
| 7D | -2.5% | -7.0% | +4.5% | 0.0% |
| 30D | -40.1% | -44.4% | +4.4% | -32.8% |
| 3M | -28.2% | +24.7% | -52.9% | -30.8% |
| 6M | -39.6% | +118.6% | -158.2% | -49.1% |
| YTD | +262.6% | +196.3% | +66.3% | +180.4% |
| 1Y | +366.2% | +205.3% | +160.9% | +256.6% |
| All | +1,330.3% | -22.3% | +1,352.6% | +1,616.8% |
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 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