-64.9%
IOVA vs TCOM
+25.9%
-90.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.9% |
| 7D | -2.2% | -10.2% | +8.0% | +1.8% |
| 30D | +31.7% | -16.8% | +48.5% | +41.3% |
| 3M | +117.3% | -16.7% | +134.0% | +130.8% |
| 6M | +55.8% | -27.1% | +82.9% | +74.4% |
| YTD | +208.8% | -45.5% | +254.3% | +282.5% |
| 1Y | +255.7% | -45.9% | +301.6% | +342.1% |
| 3Y | +41.7% | +9.8% | +31.9% | +28.5% |
| 5Y | -64.9% | +23.8% | -88.7% | -70.4% |
| All | -64.9% | +25.9% | -90.8% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling