-64.9%
IOVA vs TW
+20.0%
-85.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | +31.7% | -0.6% | +32.3% | +31.7% |
| 3M | +117.3% | +3.4% | +113.9% | +111.6% |
| 6M | +55.8% | -18.4% | +74.3% | +66.6% |
| YTD | +208.8% | -3.9% | +212.7% | +205.0% |
| 1Y | +255.7% | -13.3% | +269.0% | +268.8% |
| 3Y | +41.7% | +20.8% | +20.8% | +16.7% |
| 5Y | -64.9% | +20.3% | -85.2% | -71.2% |
| All | -64.9% | +20.0% | -85.0% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling