+328.1%
TMUS vs IOVA
+7.8%
+320.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.3% | +5.1% | -5.3% | -0.5% |
| 30D | +3.1% | +37.2% | -34.1% | +1.4% |
| 3M | +2.4% | +117.5% | -115.1% | -2.1% |
| 6M | -17.1% | +69.6% | -86.7% | -20.2% |
| YTD | -9.1% | +218.7% | -227.8% | -15.6% |
| 1Y | -23.6% | +265.5% | -289.2% | -30.0% |
| 3Y | +38.8% | +46.2% | -7.4% | +25.2% |
| 5Y | +43.0% | -63.2% | +106.2% | +36.2% |
| All | +328.1% | +7.8% | +320.3% | +257.2% |
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 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