+10.6%
TMO vs IOVA
-62.2%
+72.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.8% |
| 7D | -0.6% | -2.2% | +1.5% | -0.5% |
| 30D | +1.1% | +27.6% | -26.5% | -0.5% |
| 3M | +28.3% | +117.2% | -88.8% | +21.1% |
| 6M | +23.3% | +77.7% | -54.4% | +17.2% |
| YTD | +5.5% | +215.0% | -209.6% | -4.2% |
| 1Y | +24.5% | +255.4% | -230.8% | +11.5% |
| 3Y | +19.6% | +42.6% | -23.1% | +6.8% |
| All | +10.6% | -62.2% | +72.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling