-67.9%
IOVA vs TMF
-88.0%
+20.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.0% | +3.9% |
| 7D | -5.2% | +1.2% | -6.4% | -5.4% |
| 30D | -37.8% | +19.7% | -57.5% | -39.7% |
| 3M | +29.5% | -2.1% | +31.6% | +29.4% |
| 6M | +96.6% | -13.4% | +110.0% | +100.3% |
| YTD | +194.5% | -16.7% | +211.2% | +201.7% |
| 1Y | +248.1% | -23.3% | +271.4% | +261.2% |
| 3Y | +86.1% | -24.8% | +110.9% | +88.5% |
| All | -67.9% | -88.0% | +20.1% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling