+299.5%
IOVA vs TW
-15.9%
+315.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +9.7% | -2.3% | +12.1% | +10.0% |
| 30D | +102.5% | +3.9% | +98.6% | +101.4% |
| 3M | +100.7% | +5.7% | +95.0% | +98.7% |
| 6M | +106.3% | -14.5% | +120.9% | +121.2% |
| YTD | +222.0% | -0.9% | +222.8% | +217.6% |
| 1Y | +299.5% | -13.5% | +313.1% | +255.5% |
| All | +299.5% | -15.9% | +315.4% | +255.5% |
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