+2,581.4%
MULL vs IOVA
-19.0%
+2,600.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.1% | +8.5% | +6.0% |
| 7D | +14.8% | -2.2% | +17.0% | +15.2% |
| 30D | +36.6% | +31.7% | +4.8% | +30.0% |
| 3M | -8.9% | +117.3% | -126.2% | -22.3% |
| 6M | +311.9% | +55.8% | +256.1% | +267.4% |
| YTD | +579.8% | +208.8% | +371.1% | +420.5% |
| 1Y | +2,421.5% | +255.7% | +2,165.9% | +1,750.9% |
| All | +2,581.4% | -19.0% | +2,600.4% | +3,087.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling