+378.0%
IOVA vs TW
+20.8%
+357.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -41.3% | +6.0% | -47.2% | -41.2% |
| 30D | -38.5% | +18.6% | -57.1% | -38.6% |
| 3M | +99.5% | +26.5% | +73.0% | +99.0% |
| 6M | +126.0% | +13.1% | +112.8% | +132.5% |
| YTD | +218.7% | +18.5% | +200.1% | +215.8% |
| 1Y | +378.0% | +21.7% | +356.3% | +335.2% |
| All | +378.0% | +20.8% | +357.3% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling