+30.7%
IOVA vs TMF
-84.4%
+115.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.0% | +3.9% |
| 7D | -5.2% | +1.2% | -6.4% | -5.2% |
| 30D | -37.8% | +19.7% | -57.5% | -37.8% |
| 3M | +29.5% | -2.1% | +31.6% | +29.5% |
| 6M | +96.6% | -13.4% | +110.0% | +96.7% |
| YTD | +194.5% | -16.7% | +211.2% | +194.7% |
| 1Y | +248.1% | -23.3% | +271.4% | +248.0% |
| 3Y | +86.1% | -24.8% | +110.9% | +86.5% |
| 5Y | -67.8% | -88.0% | +20.2% | -74.2% |
| All | +30.7% | -84.4% | +115.1% | +23.6% |
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