+317.8%
TMUS vs IOVA
+4.5%
+313.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -2.2% |
| 7D | -5.3% | -2.2% | -3.1% | -5.2% |
| 30D | +0.1% | +31.7% | -31.6% | -1.4% |
| 3M | -0.6% | +117.3% | -117.9% | -5.0% |
| 6M | -17.5% | +55.8% | -73.4% | -20.3% |
| YTD | -11.3% | +208.8% | -220.0% | -17.5% |
| 1Y | -25.4% | +255.7% | -281.1% | -31.6% |
| 3Y | +35.5% | +41.7% | -6.2% | +22.4% |
| 5Y | +41.9% | -64.9% | +106.8% | +35.6% |
| 10Y | +317.8% | +6.3% | +311.5% | +249.2% |
| All | +317.8% | +4.5% | +313.4% | +249.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling