+98.6%
TFC vs IOVA
+6.6%
+92.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +2.2% | +5.1% | -2.8% | +1.9% |
| 30D | -2.5% | +37.2% | -39.7% | -5.1% |
| 3M | +4.5% | +117.5% | -113.0% | -3.1% |
| 6M | +11.0% | +69.6% | -58.6% | +4.2% |
| YTD | +5.9% | +218.7% | -212.8% | -6.5% |
| 1Y | +14.6% | +265.5% | -251.0% | -0.9% |
| 3Y | +96.7% | +46.2% | +50.5% | +69.5% |
| 5Y | +15.6% | -63.2% | +78.8% | +6.1% |
| 10Y | +98.6% | +6.1% | +92.5% | +66.5% |
| All | +98.6% | +6.6% | +92.0% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling