+46.2%
IOVA vs TCOM
+13.4%
+32.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +5.1% | -7.6% | +12.7% | +8.3% |
| 30D | +37.2% | -12.2% | +49.4% | +44.3% |
| 3M | +117.5% | -14.2% | +131.7% | +128.9% |
| 6M | +69.6% | -25.0% | +94.6% | +88.7% |
| YTD | +218.7% | -43.7% | +262.4% | +291.9% |
| 1Y | +265.5% | -44.5% | +310.1% | +352.6% |
| 3Y | +46.2% | +13.4% | +32.8% | +20.8% |
| All | +46.2% | +13.4% | +32.8% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling