+240.8%
TMUS vs IOVA
+12.2%
+228.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +9.5% | -8.5% | +18.0% | +9.9% |
| 30D | +13.8% | -44.7% | +58.5% | +16.0% |
| 3M | -4.6% | +26.2% | -30.8% | -6.8% |
| 6M | -11.7% | +123.2% | -134.9% | -16.7% |
| YTD | -15.4% | +196.0% | -211.4% | -22.0% |
| 1Y | -16.1% | +240.9% | -257.1% | -23.4% |
| 3Y | +20.5% | +103.5% | -83.1% | +5.3% |
| 5Y | +48.7% | -65.5% | +114.2% | +40.9% |
| 10Y | +240.8% | +7.0% | +233.8% | +182.4% |
| All | +240.8% | +12.2% | +228.6% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling