+32.8%
MXL vs IOVA
-66.4%
+99.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.6% |
| 7D | +16.6% | -6.4% | +23.1% | +17.6% |
| 30D | +0.5% | +25.4% | -25.0% | -2.9% |
| 3M | -3.6% | +115.3% | -119.0% | -14.7% |
| 6M | +328.0% | +56.5% | +271.5% | +291.7% |
| YTD | +297.8% | +198.2% | +99.7% | +227.5% |
| 1Y | +339.4% | +242.0% | +97.4% | +250.5% |
| 3Y | +201.7% | +36.8% | +164.9% | +133.9% |
| 5Y | +32.8% | -64.3% | +97.0% | +17.1% |
| All | +32.8% | -66.4% | +99.2% | +17.1% |
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