+567.0%
MXL vs IOVA
-91.7%
+658.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.0% | +7.0% | +6.0% |
| 7D | +15.5% | +5.1% | +10.4% | +15.2% |
| 30D | -11.3% | +37.2% | -48.5% | -12.8% |
| 3M | -16.1% | +117.5% | -133.6% | -19.8% |
| 6M | +323.0% | +69.6% | +253.4% | +307.9% |
| YTD | +281.5% | +218.7% | +62.8% | +254.7% |
| 1Y | +319.3% | +265.5% | +53.7% | +285.8% |
| 3Y | +189.4% | +46.2% | +143.2% | +167.2% |
| 5Y | +26.0% | -63.2% | +89.2% | +20.6% |
| 10Y | +243.5% | +6.1% | +237.4% | +211.4% |
| All | +567.0% | -91.7% | +658.7% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling