+128.3%
TD vs IOVA
+50.0%
+78.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +0.9% | +5.1% | -4.2% | +0.7% |
| 30D | -0.7% | +37.2% | -37.9% | -1.6% |
| 3M | +6.3% | +117.5% | -111.2% | +3.3% |
| 6M | +27.9% | +69.6% | -41.7% | +25.0% |
| YTD | +29.8% | +218.7% | -188.9% | +24.0% |
| 1Y | +63.7% | +265.5% | -201.9% | +55.1% |
| 3Y | +128.3% | +46.2% | +82.1% | +110.1% |
| All | +128.3% | +50.0% | +78.3% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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