+29.7%
TLT vs IOVA
-91.6%
+121.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.2% |
| 7D | -0.4% | +9.7% | -10.2% | -0.4% |
| 30D | -0.6% | +102.5% | -103.1% | -0.3% |
| 3M | -2.7% | +100.7% | -103.4% | -2.5% |
| 6M | -5.6% | +106.3% | -112.0% | -5.3% |
| YTD | -2.8% | +222.0% | -224.8% | -2.3% |
| 1Y | -1.4% | +299.5% | -301.0% | -0.8% |
| 3Y | -1.6% | +42.9% | -44.5% | -1.0% |
| 5Y | -33.8% | -65.0% | +31.2% | -33.7% |
| 10Y | -21.1% | +10.3% | -31.4% | -20.0% |
| All | +29.7% | -91.6% | +121.4% | +36.7% |
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 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