+18.3%
TMO vs IOVA
+36.1%
-17.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | -2.5% | -6.4% | +4.0% | -2.0% |
| 30D | -0.3% | +25.4% | -25.7% | -2.0% |
| 3M | +25.3% | +115.3% | -90.1% | +17.3% |
| 6M | +20.9% | +56.5% | -35.7% | +15.3% |
| YTD | +4.3% | +198.2% | -193.9% | -6.3% |
| 1Y | +27.0% | +242.0% | -215.0% | +11.9% |
| All | +18.3% | +36.1% | -17.9% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling