+238.5%
MXL vs IOVA
+99.0%
+139.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.6% |
| 7D | +13.4% | -3.5% | +16.9% | +13.9% |
| 30D | -29.2% | -45.4% | +16.2% | -24.7% |
| 3M | -27.2% | +19.0% | -46.2% | -29.0% |
| 6M | -36.4% | +112.0% | -148.4% | -42.0% |
| YTD | +220.0% | +184.2% | +35.8% | +178.0% |
| 1Y | +304.8% | +222.0% | +82.8% | +245.7% |
| 3Y | +238.5% | +92.6% | +145.9% | +159.0% |
| All | +238.5% | +99.0% | +139.5% | +159.0% |
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 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