+45.5%
IOVA vs TMF
-42.2%
+87.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +9.7% | -1.4% | +11.2% | +10.1% |
| 30D | +102.5% | -2.8% | +105.4% | +103.6% |
| 3M | +100.7% | -10.9% | +111.6% | +106.3% |
| 6M | +106.3% | -21.3% | +127.7% | +119.0% |
| YTD | +222.0% | -15.9% | +237.9% | +235.6% |
| 1Y | +299.5% | -15.7% | +315.3% | +318.2% |
| All | +45.5% | -42.2% | +87.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling