-4.2%
IOVA vs TRU
+238.0%
-242.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +7.0% | +4.2% |
| 7D | +9.7% | -6.8% | +16.5% | +13.6% |
| 30D | +102.5% | 0.0% | +102.5% | +102.0% |
| 3M | +100.7% | +13.3% | +87.4% | +84.6% |
| 6M | +106.3% | +3.4% | +102.9% | +97.9% |
| YTD | +222.0% | -6.4% | +228.4% | +220.5% |
| 1Y | +299.5% | -9.7% | +309.2% | +303.1% |
| 3Y | +42.9% | +0.1% | +42.8% | +32.0% |
| 5Y | -65.0% | -34.0% | -30.9% | -60.8% |
| 10Y | +10.3% | +147.9% | -137.6% | -39.0% |
| All | -4.2% | +238.0% | -242.2% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling