+378.0%
IOVA vs TDY
+22.9%
+355.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.4% |
| 7D | -41.3% | -5.0% | -36.2% | -40.6% |
| 30D | -38.5% | +2.0% | -40.5% | -38.9% |
| 3M | +99.5% | -7.7% | +107.2% | +104.8% |
| 6M | +126.0% | -0.9% | +126.8% | +125.7% |
| YTD | +218.7% | +23.7% | +194.9% | +228.5% |
| 1Y | +378.0% | +23.6% | +354.4% | +394.2% |
| All | +378.0% | +22.9% | +355.1% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling