-33.7%
IOVA vs TW
+209.8%
-243.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.2% |
| 7D | -6.4% | -2.7% | -3.7% | -5.2% |
| 30D | +25.4% | -1.7% | +27.2% | +26.1% |
| 3M | +115.3% | +1.6% | +113.7% | +109.8% |
| 6M | +56.5% | -17.7% | +74.2% | +68.3% |
| YTD | +198.2% | -4.3% | +202.5% | +193.6% |
| 1Y | +242.0% | -13.1% | +255.1% | +256.7% |
| 3Y | +36.8% | +20.3% | +16.5% | +11.3% |
| 5Y | -64.3% | +22.0% | -86.2% | -72.3% |
| All | -33.7% | +209.8% | -243.5% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling