+4.1%
IOVA vs MTCH
+208.0%
-203.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.1% |
| 7D | -2.2% | +1.3% | -3.4% | -2.6% |
| 30D | +27.6% | +15.9% | +11.7% | +20.3% |
| 3M | +117.2% | +23.3% | +93.9% | +98.0% |
| 6M | +77.7% | +40.1% | +37.5% | +53.7% |
| YTD | +215.0% | +33.6% | +181.4% | +176.9% |
| 1Y | +255.4% | +14.1% | +241.3% | +231.6% |
| 3Y | +42.6% | +1.4% | +41.2% | +35.3% |
| 5Y | -62.2% | -73.1% | +10.9% | -45.8% |
| All | +4.1% | +208.0% | -203.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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