+75.7%
TFC vs IOVA
+0.8%
+74.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +2.3% | -3.5% | +5.7% | +2.5% |
| 30D | +10.8% | -45.4% | +56.2% | +14.7% |
| 3M | -3.8% | +19.0% | -22.8% | -6.9% |
| 6M | +9.6% | +112.0% | -102.4% | -0.1% |
| YTD | +5.8% | +184.2% | -178.5% | -7.2% |
| 1Y | +16.2% | +222.0% | -205.8% | +0.5% |
| 3Y | +96.0% | +92.6% | +3.4% | +63.2% |
| 5Y | +1.7% | -63.2% | +64.9% | -8.2% |
| All | +75.7% | +0.8% | +74.9% | +47.4% |
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 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