+226.2%
MRK vs IOVA
+3.8%
+222.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | -5.0% | -6.4% | +1.4% | -4.7% |
| 30D | +11.0% | +25.4% | -14.5% | +9.6% |
| 3M | +22.4% | +115.3% | -93.0% | +16.8% |
| 6M | +25.4% | +56.5% | -31.1% | +21.1% |
| YTD | +39.5% | +198.2% | -158.7% | +29.8% |
| 1Y | +78.0% | +242.0% | -164.0% | +63.7% |
| 3Y | +45.5% | +36.8% | +8.7% | +33.2% |
| 5Y | +130.3% | -64.3% | +194.5% | +117.4% |
| All | +226.2% | +3.8% | +222.3% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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