-36.8%
IOVA vs TW
+301.3%
-338.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -3.5% | +3.9% | -7.4% | -5.3% |
| 30D | -45.4% | +19.9% | -65.3% | -50.0% |
| 3M | +19.0% | +25.9% | -6.9% | +5.9% |
| 6M | +112.0% | +21.1% | +90.9% | +88.9% |
| YTD | +184.2% | +23.9% | +160.3% | +146.2% |
| 1Y | +222.0% | +21.2% | +200.8% | +182.5% |
| 3Y | +92.6% | +44.8% | +47.8% | +44.1% |
| 5Y | -63.2% | +41.4% | -104.6% | -73.0% |
| All | -36.8% | +301.3% | -338.2% | -74.3% |
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