+606.0%
MRK vs IOVA
-92.7%
+698.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | -0.1% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +3.5% | -47.4% | +50.9% | +4.3% |
| 3M | +11.2% | +13.2% | -2.0% | +10.6% |
| 6M | +32.5% | +114.3% | -81.8% | +30.4% |
| YTD | +42.5% | +179.5% | -137.0% | +39.4% |
| 1Y | +65.4% | +200.4% | -135.0% | +61.6% |
| 3Y | +58.8% | +92.2% | -33.4% | +54.4% |
| 5Y | +103.9% | -63.8% | +167.6% | +99.9% |
| 10Y | +226.8% | +0.4% | +226.4% | +216.0% |
| All | +606.0% | -92.7% | +698.7% | +571.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling