+521.8%
TD vs IOVA
-92.2%
+614.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | -0.6% | +1.9% | -2.5% | -0.7% |
| 30D | +7.9% | -44.1% | +52.1% | +8.6% |
| 3M | +3.1% | +28.9% | -25.7% | +2.5% |
| 6M | +17.2% | +125.7% | -108.5% | +15.4% |
| YTD | +34.7% | +199.3% | -164.5% | +31.9% |
| 1Y | +56.9% | +255.2% | -198.3% | +53.2% |
| 3Y | +134.7% | +106.8% | +27.9% | +128.2% |
| 5Y | +104.8% | -67.1% | +171.9% | +101.4% |
| 10Y | +305.8% | +16.7% | +289.1% | +294.1% |
| All | +521.8% | -92.2% | +614.0% | +492.7% |
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