+1.1%
IOVA vs TMF
-81.8%
+82.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.2% | -5.7% |
| 7D | -1.4% | -8.2% | +6.7% | -1.4% |
| 30D | -47.4% | +5.3% | -52.7% | -47.4% |
| 3M | +13.2% | -8.5% | +21.7% | +13.3% |
| 6M | +114.3% | -17.2% | +131.5% | +114.7% |
| YTD | +179.5% | -23.4% | +202.9% | +180.2% |
| 1Y | +200.4% | -30.2% | +230.6% | +201.2% |
| 3Y | +92.2% | -32.9% | +125.1% | +92.6% |
| 5Y | -63.8% | -88.5% | +24.8% | -70.0% |
| All | +1.1% | -81.8% | +82.9% | +8.0% |
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