+244.6%
TMUS vs IOVA
+7.2%
+237.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | -7.0% | +15.2% | +8.4% |
| 30D | +13.4% | -44.4% | +57.8% | +15.5% |
| 3M | -3.0% | +24.7% | -27.7% | -5.3% |
| 6M | -8.8% | +118.6% | -127.4% | -13.9% |
| YTD | -13.8% | +196.3% | -210.2% | -20.6% |
| 1Y | -17.1% | +205.3% | -222.4% | -23.8% |
| 3Y | +22.7% | +103.8% | -81.1% | +7.3% |
| 5Y | +52.8% | -65.6% | +118.4% | +44.8% |
| 10Y | +244.6% | +6.4% | +238.2% | +185.2% |
| All | +244.6% | +7.2% | +237.5% | +185.2% |
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