+504.5%
TD vs IOVA
-91.6%
+596.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.4% |
| 7D | +0.3% | +9.7% | -9.4% | +0.2% |
| 30D | +0.4% | +102.5% | -102.1% | -0.7% |
| 3M | +7.6% | +100.7% | -93.0% | +6.4% |
| 6M | +25.0% | +106.3% | -81.3% | +23.4% |
| YTD | +31.0% | +222.0% | -191.0% | +28.4% |
| 1Y | +65.2% | +299.5% | -234.4% | +61.3% |
| 3Y | +122.5% | +42.9% | +79.6% | +117.5% |
| 5Y | +124.8% | -65.0% | +189.8% | +121.4% |
| 10Y | +298.2% | +10.3% | +287.9% | +287.4% |
| All | +504.5% | -91.6% | +596.2% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling