-92.0%
IOVA vs TCOM
+68.3%
-160.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +9.7% | -9.5% | +19.3% | +13.0% |
| 30D | +102.5% | -10.7% | +113.3% | +109.7% |
| 3M | +100.7% | -14.6% | +115.3% | +109.1% |
| 6M | +106.3% | -19.3% | +125.7% | +119.0% |
| YTD | +222.0% | -42.9% | +264.9% | +276.2% |
| 1Y | +299.5% | -43.8% | +343.3% | +369.3% |
| 3Y | +42.9% | +2.1% | +40.8% | +37.1% |
| 5Y | -65.0% | +31.2% | -96.2% | -70.6% |
| 10Y | +10.3% | -13.9% | +24.2% | -4.7% |
| All | -92.0% | +68.3% | -160.3% | -96.4% |
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 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