-20.8%
TLT vs IOVA
+3.8%
-24.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -1.2% |
| 7D | -1.6% | -6.4% | +4.9% | -1.6% |
| 30D | -1.3% | +25.4% | -26.8% | -1.3% |
| 3M | -3.7% | +115.3% | -119.1% | -3.7% |
| 6M | -6.4% | +56.5% | -62.9% | -6.3% |
| YTD | -4.5% | +198.2% | -202.6% | -4.4% |
| 1Y | -5.9% | +242.0% | -247.9% | -5.7% |
| 3Y | -2.8% | +36.8% | -39.6% | -2.6% |
| 5Y | -35.1% | -64.3% | +29.2% | -35.6% |
| All | -20.8% | +3.8% | -24.6% | -15.0% |
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