+5.9%
TLN vs IOVA
+207.9%
-202.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.9% |
| 7D | +11.0% | -3.5% | +14.5% | +11.2% |
| 30D | +4.9% | -45.4% | +50.3% | +7.1% |
| 3M | +4.9% | +19.0% | -14.1% | +2.4% |
| 6M | +7.1% | +112.0% | -104.9% | +1.4% |
| YTD | +0.3% | +184.2% | -183.9% | 0.0% |
| 1Y | +5.9% | +222.0% | -216.1% | +5.7% |
| All | +5.9% | +207.9% | -202.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling