-5.6%
TLT vs IOVA
+362.8%
-368.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +1.0% | -41.3% | +42.2% | +1.2% |
| 30D | +6.0% | -38.5% | +44.5% | +6.3% |
| 3M | -0.9% | +99.5% | -100.4% | -2.3% |
| 6M | -2.3% | +126.0% | -128.2% | -4.0% |
| YTD | -3.3% | +218.7% | -222.0% | -5.7% |
| 1Y | -5.6% | +378.0% | -383.6% | -9.6% |
| All | -5.6% | +362.8% | -368.4% | -9.6% |
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