-92.1%
IOVA vs TDY
+1,335.5%
-1,427.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +5.1% | -0.9% | +6.0% | +5.5% |
| 30D | +37.2% | -12.5% | +49.7% | +45.5% |
| 3M | +117.5% | -1.2% | +118.7% | +117.6% |
| 6M | +69.6% | -6.6% | +76.2% | +74.2% |
| YTD | +218.7% | +18.5% | +200.2% | +191.6% |
| 1Y | +265.5% | +10.8% | +254.8% | +245.2% |
| 3Y | +46.2% | +47.5% | -1.3% | +21.3% |
| 5Y | -63.2% | +35.8% | -99.0% | -68.9% |
| 10Y | +6.1% | +459.0% | -452.9% | -45.9% |
| All | -92.1% | +1,335.5% | -1,427.6% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling