-61.5%
IOVA vs TDY
+39.0%
-100.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.2% | +4.4% | +4.9% |
| 7D | -2.2% | -1.1% | -1.0% | -1.4% |
| 30D | +27.6% | -12.0% | +39.6% | +37.8% |
| 3M | +117.2% | -3.2% | +120.4% | +119.9% |
| 6M | +77.7% | -7.9% | +85.6% | +85.5% |
| YTD | +215.0% | +18.2% | +196.8% | +176.5% |
| 1Y | +255.4% | +6.7% | +248.7% | +234.6% |
| 3Y | +42.6% | +47.5% | -4.9% | +6.5% |
| All | -61.5% | +39.0% | -100.5% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling