+103.5%
IOVA vs TMF
-30.8%
+134.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.4% |
| 7D | -8.5% | -1.1% | -7.4% | -8.4% |
| 30D | -44.7% | +11.8% | -56.5% | -46.3% |
| 3M | +26.2% | -4.0% | +30.3% | +26.8% |
| 6M | +123.2% | -16.5% | +139.7% | +131.0% |
| YTD | +196.0% | -19.9% | +215.9% | +208.9% |
| 1Y | +240.9% | -25.6% | +266.5% | +261.9% |
| 3Y | +103.5% | -29.9% | +133.4% | +106.8% |
| All | +103.5% | -30.8% | +134.3% | +106.8% |
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