-93.0%
IOVA vs TMF
-63.8%
-29.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.0% |
| 7D | -19.0% | +2.7% | -21.8% | -18.8% |
| 30D | -40.3% | +19.3% | -59.6% | -39.0% |
| 3M | +78.3% | -3.7% | +82.0% | +78.3% |
| 6M | +94.5% | -11.3% | +105.8% | +92.6% |
| YTD | +183.5% | -16.6% | +200.1% | +179.2% |
| 1Y | +327.6% | -21.1% | +348.7% | +318.0% |
| 3Y | +83.8% | -26.8% | +110.7% | +80.4% |
| 5Y | -69.0% | -88.0% | +19.0% | -78.3% |
| 10Y | +33.4% | -84.7% | +118.1% | +14.8% |
| All | -93.0% | -63.8% | -29.2% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling