+234.7%
TMUS vs IOVA
+28.7%
+206.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.1% |
| 7D | +5.3% | +1.9% | +3.5% | +5.2% |
| 30D | +13.5% | -44.1% | +57.7% | +15.7% |
| 3M | -4.2% | +28.9% | -33.1% | -6.6% |
| 6M | -11.9% | +125.7% | -137.6% | -16.9% |
| YTD | -15.6% | +199.3% | -214.8% | -22.2% |
| 1Y | -16.8% | +255.2% | -272.0% | -24.1% |
| 3Y | +20.8% | +106.8% | -86.0% | +5.6% |
| 5Y | +48.0% | -67.1% | +115.1% | +40.9% |
| 10Y | +234.7% | +16.7% | +218.0% | +181.8% |
| All | +234.7% | +28.7% | +206.1% | +181.8% |
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