+255.4%
IOVA vs TDY
+10.5%
+244.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.4% | +5.2% |
| 7D | -2.2% | -1.1% | -1.0% | -1.7% |
| 30D | +27.6% | -12.0% | +39.6% | +34.5% |
| 3M | +117.2% | -3.2% | +120.4% | +118.6% |
| 6M | +77.7% | -7.9% | +85.6% | +82.0% |
| YTD | +215.0% | +18.2% | +196.8% | +192.3% |
| 1Y | +255.4% | +6.7% | +248.7% | +258.1% |
| All | +255.4% | +10.5% | +244.8% | +258.1% |
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