+7.0%
IOVA vs TMF
-82.2%
+89.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -1.1% |
| 7D | -8.5% | -1.1% | -7.4% | -8.5% |
| 30D | -44.7% | +11.8% | -56.5% | -44.8% |
| 3M | +26.2% | -4.0% | +30.3% | +26.3% |
| 6M | +123.2% | -16.5% | +139.7% | +123.6% |
| YTD | +196.0% | -19.9% | +215.9% | +196.6% |
| 1Y | +240.9% | -25.6% | +266.5% | +241.8% |
| 3Y | +103.5% | -29.9% | +133.4% | +103.9% |
| 5Y | -65.5% | -88.2% | +22.8% | -71.4% |
| 10Y | +7.0% | -81.7% | +88.7% | +13.1% |
| All | +7.0% | -82.2% | +89.2% | +13.1% |
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