+15.6%
TMUS vs IOVA
+85.3%
-69.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.9% |
| 7D | +3.6% | -5.2% | +8.7% | +3.5% |
| 30D | -3.4% | -37.8% | +34.4% | -3.5% |
| 3M | -9.5% | +29.5% | -38.9% | -9.9% |
| 6M | -15.2% | +96.6% | -111.8% | -15.9% |
| YTD | -18.9% | +194.5% | -213.4% | -19.6% |
| 1Y | -17.7% | +248.1% | -265.8% | -18.4% |
| 3Y | +15.6% | +86.1% | -70.5% | +15.2% |
| All | +15.6% | +85.3% | -69.6% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling