+222.0%
IOVA vs TMF
-30.5%
+252.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | -3.5% | -9.3% | +5.8% | -2.3% |
| 30D | -45.4% | +1.9% | -47.3% | -46.5% |
| 3M | +19.0% | -11.2% | +30.2% | +22.9% |
| 6M | +112.0% | -17.7% | +129.7% | +125.0% |
| YTD | +184.2% | -24.5% | +208.7% | +213.3% |
| 1Y | +222.0% | -29.4% | +251.4% | +281.6% |
| All | +222.0% | -30.5% | +252.5% | +281.6% |
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 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