+46.2%
IOVA vs TW
+21.9%
+24.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.4% |
| 7D | +5.1% | -3.5% | +8.5% | +5.8% |
| 30D | +37.2% | +0.5% | +36.7% | +36.8% |
| 3M | +117.5% | +4.9% | +112.6% | +113.1% |
| 6M | +69.6% | -17.1% | +86.7% | +77.9% |
| YTD | +218.7% | -3.9% | +222.5% | +216.3% |
| 1Y | +265.5% | -13.3% | +278.8% | +273.6% |
| 3Y | +46.2% | +20.9% | +25.3% | +20.0% |
| All | +46.2% | +21.9% | +24.3% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling