-92.1%
IOVA vs MTCH
+513.1%
-605.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +5.1% | -1.8% | +6.9% | +5.8% |
| 30D | +37.2% | +10.4% | +26.8% | +32.4% |
| 3M | +117.5% | +21.0% | +96.5% | +101.6% |
| 6M | +69.6% | +36.6% | +33.0% | +50.5% |
| YTD | +218.7% | +29.7% | +189.0% | +187.2% |
| 1Y | +265.5% | +8.6% | +256.9% | +249.9% |
| 3Y | +46.2% | -2.7% | +48.9% | +41.9% |
| 5Y | -63.2% | -72.9% | +9.7% | -49.3% |
| 10Y | +6.1% | +185.0% | -178.9% | -23.3% |
| All | -92.1% | +513.1% | -605.2% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling