-45.4%
TE vs IOVA
-64.1%
+18.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.3% |
| 7D | +15.0% | -2.2% | +17.2% | +15.6% |
| 30D | -7.5% | +31.7% | -39.3% | -13.9% |
| 3M | -42.0% | +117.3% | -159.2% | -53.5% |
| 6M | -31.4% | +55.8% | -87.2% | -41.7% |
| YTD | -26.5% | +208.8% | -235.3% | -48.1% |
| 1Y | +153.1% | +255.7% | -102.6% | +68.9% |
| 3Y | -20.7% | +41.7% | -62.4% | -42.8% |
| 5Y | -45.4% | -64.9% | +19.5% | -53.4% |
| All | -45.4% | -64.1% | +18.7% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling