+4.1%
IOVA vs MKTX
+5.0%
-0.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.7% | +5.7% |
| 7D | -2.2% | -0.2% | -1.9% | -2.1% |
| 30D | +27.6% | +0.7% | +26.9% | +27.3% |
| 3M | +117.2% | +40.8% | +76.4% | +91.6% |
| 6M | +77.7% | -8.0% | +85.7% | +79.8% |
| YTD | +215.0% | -8.7% | +223.8% | +218.2% |
| 1Y | +255.4% | -11.8% | +267.2% | +263.7% |
| 3Y | +42.6% | -24.0% | +66.7% | +46.1% |
| 5Y | -62.2% | -60.3% | -1.9% | -51.6% |
| All | +4.1% | +5.0% | -0.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling