+238.4%
TMUS vs IOVA
+34.0%
+204.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.7% |
| 7D | +3.6% | -5.2% | +8.7% | +3.7% |
| 30D | -3.4% | -37.8% | +34.4% | -2.1% |
| 3M | -9.5% | +29.5% | -38.9% | -11.8% |
| 6M | -15.2% | +96.6% | -111.8% | -19.6% |
| YTD | -18.9% | +194.5% | -213.4% | -25.3% |
| 1Y | -17.7% | +248.1% | -265.8% | -25.0% |
| 3Y | +15.6% | +86.1% | -70.5% | +1.6% |
| 5Y | +38.9% | -67.8% | +106.7% | +32.3% |
| All | +238.4% | +34.0% | +204.4% | +173.4% |
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