-64.3%
IOVA vs MTCH
-72.5%
+8.3%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.9% |
| 7D | -6.4% | -1.4% | -5.0% | -5.8% |
| 30D | +25.4% | +13.6% | +11.8% | +17.6% |
| 3M | +115.3% | +22.4% | +92.9% | +91.9% |
| 6M | +56.5% | +37.2% | +19.4% | +31.3% |
| YTD | +198.2% | +31.8% | +166.4% | +154.1% |
| 1Y | +242.0% | +12.9% | +229.1% | +214.3% |
| 3Y | +36.8% | -1.1% | +37.9% | +28.4% |
| 5Y | -64.3% | -73.5% | +9.3% | -37.0% |
| All | -64.3% | -72.5% | +8.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling