+35.0%
IOVA vs TDY
+45.1%
-10.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.7% | -3.6% |
| 7D | -6.4% | -1.9% | -4.6% | -5.3% |
| 30D | +25.4% | -12.5% | +37.9% | +36.6% |
| 3M | +115.3% | -0.8% | +116.2% | +114.1% |
| 6M | +56.5% | -9.0% | +65.5% | +65.0% |
| YTD | +198.2% | +16.8% | +181.4% | +157.9% |
| 1Y | +242.0% | +9.5% | +232.6% | +211.5% |
| All | +35.0% | +45.1% | -10.1% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling