+680.9%
TLN vs IOVA
-7.8%
+688.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +7.1% |
| 7D | +9.1% | +1.9% | +7.2% | +9.0% |
| 30D | -4.1% | -44.1% | +40.0% | -1.8% |
| 3M | +4.4% | +28.9% | -24.4% | +1.9% |
| 6M | -6.0% | +125.7% | -131.7% | -11.5% |
| YTD | -3.1% | +199.3% | -202.4% | -10.5% |
| 1Y | -6.1% | +255.2% | -261.3% | -14.2% |
| 3Y | +575.3% | +106.8% | +468.5% | +524.1% |
| All | +680.9% | -7.8% | +688.7% | +631.3% |
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