+205.3%
IOVA vs TMF
-26.6%
+231.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -7.0% | -3.4% | -3.7% | -6.7% |
| 30D | -44.4% | +11.5% | -55.9% | -46.7% |
| 3M | +24.7% | -4.5% | +29.2% | +27.0% |
| 6M | +118.6% | -15.0% | +133.6% | +133.4% |
| YTD | +196.3% | -19.9% | +216.2% | +224.4% |
| 1Y | +205.3% | -26.6% | +231.8% | +269.9% |
| All | +205.3% | -26.6% | +231.9% | +269.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling