+39.5%
TMUS vs IOVA
+44.8%
-5.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.5% |
| 7D | +0.1% | +9.7% | -9.7% | 0.0% |
| 30D | +5.3% | +102.5% | -97.3% | +4.7% |
| 3M | +3.1% | +100.7% | -97.6% | +2.5% |
| 6M | -16.5% | +106.3% | -122.8% | -17.0% |
| YTD | -9.2% | +222.0% | -231.1% | -9.8% |
| 1Y | -26.5% | +299.5% | -326.0% | -27.1% |
| All | +39.5% | +44.8% | -5.3% | +32.6% |
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