+29.8%
TLT vs IOVA
-92.3%
+122.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | 0.0% |
| 7D | +0.1% | -5.2% | +5.3% | +0.1% |
| 30D | +6.2% | -37.8% | +44.0% | +6.1% |
| 3M | +0.1% | +29.5% | -29.4% | +0.2% |
| 6M | -3.0% | +96.6% | -99.5% | -2.6% |
| YTD | -2.7% | +194.5% | -197.2% | -2.2% |
| 1Y | -4.8% | +248.1% | -252.9% | -4.3% |
| 3Y | +6.9% | +86.1% | -79.2% | +7.7% |
| 5Y | -34.5% | -67.8% | +33.4% | -34.3% |
| 10Y | -17.3% | +38.6% | -55.9% | -15.9% |
| All | +29.8% | -92.3% | +122.1% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling