+2.8%
IOVA vs TMF
-82.1%
+84.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.7% |
| 7D | -3.5% | -9.3% | +5.8% | -3.4% |
| 30D | -45.4% | +1.9% | -47.3% | -45.4% |
| 3M | +19.0% | -11.2% | +30.2% | +19.1% |
| 6M | +112.0% | -17.7% | +129.7% | +112.4% |
| YTD | +184.2% | -24.5% | +208.7% | +185.0% |
| 1Y | +222.0% | -29.4% | +251.4% | +222.9% |
| 3Y | +92.6% | -33.4% | +126.0% | +93.0% |
| 5Y | -63.2% | -88.7% | +25.5% | -69.4% |
| All | +2.8% | -82.1% | +84.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling