+17.3%
TFC vs IOVA
-64.9%
+82.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | 0.0% |
| 7D | +2.4% | +9.7% | -7.3% | +1.8% |
| 30D | -1.3% | +102.5% | -103.8% | -6.4% |
| 3M | +6.1% | +100.7% | -94.6% | +0.2% |
| 6M | +7.3% | +106.3% | -99.0% | +0.6% |
| YTD | +8.2% | +222.0% | -213.8% | -2.4% |
| 1Y | +14.4% | +299.5% | -285.1% | +0.8% |
| 3Y | +93.7% | +42.9% | +50.8% | +71.5% |
| All | +17.3% | -64.9% | +82.2% | +10.7% |
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