-92.9%
IOVA vs TCOM
+78.8%
-171.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | -45.4% | +12.1% | -57.5% | -47.4% |
| 3M | +19.0% | -3.2% | +22.2% | +19.7% |
| 6M | +112.0% | -16.6% | +128.7% | +121.3% |
| YTD | +184.2% | -39.4% | +223.6% | +224.8% |
| 1Y | +222.0% | -41.5% | +263.5% | +271.9% |
| 3Y | +92.6% | +24.4% | +68.2% | +73.5% |
| 5Y | -63.2% | +41.6% | -104.8% | -69.8% |
| 10Y | +2.1% | +6.5% | -4.4% | -16.8% |
| All | -92.9% | +78.8% | -171.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling