-18.3%
TE vs IOVA
+50.0%
-68.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.0% | +11.0% | +10.2% |
| 7D | +18.2% | +5.1% | +13.2% | +16.9% |
| 30D | -13.5% | +37.2% | -50.7% | -20.2% |
| 3M | -44.6% | +117.5% | -162.1% | -55.5% |
| 6M | -24.7% | +69.6% | -94.3% | -37.1% |
| YTD | -24.3% | +218.7% | -242.9% | -47.2% |
| 1Y | +155.6% | +265.5% | -110.0% | +68.6% |
| 3Y | -18.3% | +46.2% | -64.5% | -46.0% |
| All | -18.3% | +50.0% | -68.3% | -46.0% |
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 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