+86.2%
TFC vs IOVA
+85.3%
+0.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.1% |
| 7D | +1.2% | -5.2% | +6.4% | +1.4% |
| 30D | +8.3% | -37.8% | +46.1% | +10.2% |
| 3M | -5.2% | +29.5% | -34.6% | -8.3% |
| 6M | -0.8% | +96.6% | -97.4% | -7.7% |
| YTD | +3.4% | +194.5% | -191.1% | -7.6% |
| 1Y | +17.0% | +248.1% | -231.0% | +2.8% |
| 3Y | +86.2% | +86.1% | +0.1% | +46.1% |
| All | +86.2% | +85.3% | +0.9% | +46.1% |
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