-92.1%
IOVA vs MKTX
+1,004.0%
-1,096.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.1% | +0.4% | +4.7% | +4.9% |
| 30D | +37.2% | +1.0% | +36.3% | +36.7% |
| 3M | +117.5% | +41.3% | +76.2% | +88.2% |
| 6M | +69.6% | -11.3% | +80.9% | +73.5% |
| YTD | +218.7% | -8.6% | +227.2% | +220.3% |
| 1Y | +265.5% | -11.1% | +276.6% | +271.9% |
| 3Y | +46.2% | -24.5% | +70.7% | +49.9% |
| 5Y | -63.2% | -61.4% | -1.8% | -52.0% |
| 10Y | +6.1% | +6.8% | -0.7% | -15.0% |
| All | -92.1% | +1,004.0% | -1,096.1% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling