-64.9%
IOVA vs TRU
-36.4%
-28.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -2.2% | -6.5% | +4.3% | +0.9% |
| 30D | +31.7% | -2.5% | +34.2% | +33.3% |
| 3M | +117.3% | +10.4% | +106.9% | +103.2% |
| 6M | +55.8% | +1.6% | +54.2% | +51.3% |
| YTD | +208.8% | -9.7% | +218.5% | +214.0% |
| 1Y | +255.7% | -17.3% | +272.9% | +277.9% |
| 3Y | +41.7% | -1.8% | +43.5% | +34.8% |
| 5Y | -64.9% | -36.2% | -28.7% | -60.0% |
| All | -64.9% | -36.4% | -28.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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